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
The Perturbed Compound Poisson Risk Process with Investment and Debit Interest
β Scribed by Chuancun Yin; Chunwei Wang
- Publisher
- Springer US
- Year
- 2008
- Tongue
- English
- Weight
- 461 KB
- Volume
- 12
- Category
- Article
- ISSN
- 1387-5841
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π SIMILAR VOLUMES
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