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Compound Poisson risk model
Appell polynomials
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Constant dividend barrier
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Copula
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Dependence models
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Double-barrier dividend
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Finite-time horizon
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Generalized Appell (Sheffer) polynomials
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Generalized Farlie-Gumbel-Morgenstern copulas
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Gerber-Shiu discounted penalty function
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Hybrid dividend
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Interdependent claim severities
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Markov-dependent risk model
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Non-constant premium
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Non-stationary claim arrivals
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Piecewise Volterra integral equation
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Recursive computational methods
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Ruin probability
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Ruin theory
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expected accumulated discounted dividends
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expected discounted tax payments
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non-ruin probability
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total number of taxation periods
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Constant Dividend Barrier in a Risk Model with a Generalized Farlie-Gumbel-Morgenstern Copula
by:
Cossette, Hélène
Published in:
Methodology and computing in applied probability
(2010)
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On two actuarial quantities for the compound Poisson risk model with tax and a threshold dividend strategy
by:
Wang, Wen-yuan
Published in:
Applied mathematics
(2013)
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On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
by:
Dibu, A. S.
Published in:
Annals of operations research
(2021)
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On the Markov-dependent risk model with tax
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Peng, Xing-chun
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Applied mathematics
(2015)
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Finite-Time Ruin Probabilities for Discrete, Possibly Dependent, Claim Severities
by:
Lefèvre, Claude
Published in:
Methodology and computing in applied probability
(2009)
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Institution
FIV
5
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Format
electronic Article
5
Author
Hu, Yi-jun
2
Wang, Wen-yuan
2
Cossette, Hélène
1
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Dibu, A. S.
1
Jacob, M. J.
1
Lefèvre, Claude
1
Loisel, Stéphane
1
Marceau, Etienne
1
Marri, Fouad
1
Ming, Rui-xing
1
Peng, Xing-chun
1
Xiao, Li-qun
1
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Language
English
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