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Barrier Strategy 1 Dividend Moments 1 Dual Model 1 Rational Laplace Transform 1 Time Of Ruin 1
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Cheung, ECK 1 Drekic, S 1
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Dividend moments in the dual risk model: Exact and approximate approaches
Cheung, ECK; Drekic, S - 2008
In the classical compound Poisson risk model, it is assumed that a company (typically an insurance company) receives premium at a constant rate and pays incurred claims until ruin occurs. In contrast, for certain companies (typically those focusing on invention), it might be more appropriate to...
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