On a compound Poisson risk model with dependence and in the presence of a constant dividend barrier

DOI10.1002/asmb.1928MaRDI QIDQ6570557

Fouad Marri, Hélène Cossette, Étienne Marceau

Publication date: 10 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

copularuin theorydividendscompound Poisson risk modelGerber-Shiu discounted penalty functionFarlie-Gumbel-Morgenstern copulas

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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