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On a modification of the classical risk process

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  • Bratiychuk, M.S.
  • Derfla, D.

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  • Bratiychuk, M.S. & Derfla, D., 2007. "On a modification of the classical risk process," Insurance: Mathematics and Economics, Elsevier, vol. 41(1), pages 156-162, July.
  • Handle: RePEc:eee:insuma:v:41:y:2007:i:1:p:156-162
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    References listed on IDEAS

    as
    1. Lin, X.Sheldon & Pavlova, Kristina P., 2006. "The compound Poisson risk model with a threshold dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 38(1), pages 57-80, February.
    2. Zhang, H.Y. & Zhou, M. & Guo, J.Y., 2006. "The Gerber-Shiu discounted penalty function for classical risk model with a two-step premium rate," Statistics & Probability Letters, Elsevier, vol. 76(12), pages 1211-1218, July.
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