Constant dividend barrier in a risk model with interclaim-dependent claim sizes
type: Item
instance of: scholarly article
title: Constant dividend barrier in a risk model with interclaim-dependent claim sizes
zbMATH Open document ID: 1141.91523
author: David Landriault
published in: Insurance Mathematics \& Economics
publication date: 2008-08-22T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5315258
zbMATH Keywords: risk model
zbMATH Keywords: interclaim-dependent claim sizes
zbMATH Keywords: constant dividend barrier
zbMATH Keywords: integro-differential equation
zbMATH Keywords: defective renewal equation
zbMATH Keywords: Gerber-Shiu discounted penalty function
zbMATH Keywords: expected discounted dividend payments
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.12.002
OpenAlex ID: W2069533020
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DOI: 10.1016/J.INSMATHECO.2006.12.002
description: scientific article; zbMATH DE number 5315258