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Risk Theory with a nonlinear Dividend Barrier

✍ Scribed by H. Albrecher; R. Kainhofer


Publisher
Springer Vienna
Year
2002
Tongue
English
Weight
348 KB
Volume
68
Category
Article
ISSN
0010-485X

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In this paper, we consider a diffusion perturbed classical compound Poisson risk model in the presence of a linear dividend barrier. Partial integro-differential equations for the moment generating function and the nth moment of the present value of all dividends until ruin are derived. Moreover, ex