A dual risk model with additive and proportional gains: ruin probability and dividends
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Publication:6159397
DOI10.1017/APR.2022.36zbMath1518.91214arXiv2012.00415OpenAlexW3106905285MaRDI QIDQ6159397
Esther Frostig, Zbigniew Palmowski, Onno J. Boxma
Publication date: 5 May 2023
Published in: Advances in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2012.00415
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Markov processes (60J99) Actuarial mathematics (91G05)
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