Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
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Cited by:
- He Liu & Zhenhua Bao, 2015. "On a Discrete Interaction Risk Model with Delayed Claims," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 8(4), pages 1-14, September.
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Keywords
Compound Poisson process Generalized Erlang risk process Discounted penalty function Defective renewal equations Dividend barrier Rationally distributed claim severities Present value of the dividend payments Moment-generating function Dividends-penalty identity;Statistics
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