The risk model with stochastic premiums and a multi-layer dividend strategy

The paper deals with a generalization of the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. First of all, we derive piecewise integro-differential equations for the Gerber–Shiu function and the expected discounted dividend payments until ru...

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Bibliographic Details
Main Author: Olena Ragulina
Format: Article
Language:English
Published: VTeX 2019-08-01
Series:Modern Stochastics: Theory and Applications
Subjects:
Online Access:https://www.vmsta.org/doi/10.15559/19-VMSTA136