On a perturbed Sparre Andersen risk model with dividend barrier and dependence
type: Item
instance of: scholarly article
title: On a perturbed Sparre Andersen risk model with dividend barrier and dependence
zbMATH Open document ID: 1304.91139
author: Xiu Wu
author: Hu Yang
author: Zhimin Zhang
published in: Journal of the Korean Statistical Society
publication date: 2015-01-26T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60G51
Mathematics Subject Classification ID: 60J65
zbMATH DE Number: 6390574
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: dependence
zbMATH Keywords: dividend barrier
zbMATH Keywords: integral equation
zbMATH Keywords: dividend payments
MaRDI profile type: Publication
full work available at URL: j.jkss.2014.02.005
OpenAlex ID: W2031558301
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DOI: 10.1016/J.JKSS.2014.02.005
description: scientific article; zbMATH DE number 6390574