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Dividend problems in the dual risk model with exponentially distributed observation time

โœ Scribed by Peng, Dan; Liu, Donghai; Liu, Zaiming


Book ID
121979108
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
385 KB
Volume
83
Category
Article
ISSN
0167-7152

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Firstly exact simple expressions are given for the moments Mr = Eo(Trl{T<~}) when the initial reserves are equal to zero. Then for positive initial reserves the same moments are expressed very compactly through the Mr's, and the polynomials e,~(O = eXtP(St = n), n = 0, 1 .... In both cases the resul