𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The distribution of total dividend payments in a Sparre Andersen model

✍ Scribed by Shuanming Li; Yi Lu


Book ID
108267627
Publisher
Elsevier Science
Year
2009
Tongue
English
Weight
434 KB
Volume
79
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


The perturbed Sparre Andersen model with
✍ Heli Gao; Chuancun Yin πŸ“‚ Article πŸ“… 2008 πŸ› Elsevier Science 🌐 English βš– 207 KB

In this paper, we consider a Sparre Andersen model perturbed by diffusion with generalized Erlang(n)-distributed inter-claim times and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the mth moment of the present v