Shiu discounted penalty function Integro-differential equation a b s t r a c t In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-g
A note on the perturbed compound poisson risk model with a threshold dividend strategy
β Scribed by Bo Li; Rong Wu
- Publisher
- Institute of Applied Mathematics, Chinese Academy of Sciences and Chinese Mathematical Society
- Year
- 2009
- Tongue
- English
- Weight
- 222 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0168-9673
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