The diffusion perturbed compound Poisson risk model with a dividend barrier.

被引:0
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作者
Shuanming, L
机构
来源
INSURANCE MATHEMATICS & ECONOMICS | 2005年 / 37卷 / 02期
关键词
compound Poisson process; diffusion process; discounted dividend payments; gerber-shiu function; integro-differential equation; time of ruin; surplus before ruin; deficit at ruin;
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中图分类号
F [经济];
学科分类号
02 ;
摘要
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页码:378 / 378
页数:1
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