The Erlang(n) risk model with two-sided jumps and a constant dividend barrier

DOI10.1080/03610926.2020.1737712OpenAlexW3009632898MaRDI QIDQ5079181

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1737712

zbMATH Keywords

dividend defective renewal equation expected discounted penalty function two-sided jumps moments of the discounted dividend payments

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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