The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function
| Year of publication: |
2003
|
|---|---|
| Authors: | Sheldon Lin, X. ; E. Willmot, Gordon ; Drekic, Steve |
| Published in: |
Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 33.2003, 3, p. 551-566
|
| Publisher: |
Elsevier |