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
β¦ LIBER β¦
The compound binomial model with a constant dividend barrier and periodically paid dividends
β Scribed by Jiyang Tan; Xiangqun Yang
- Publisher
- Academy of Mathematics and Systems Science, Chinese Academy of Sciences
- Year
- 2012
- Tongue
- English
- Weight
- 180 KB
- Volume
- 25
- Category
- Article
- ISSN
- 1009-6124
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