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https://dx.doi.org/10.1155/201...
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On a Dual Model with Barrier Strategy

On a dual model with barrier strategy
descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2012 English Publisher:WileyJournal:Journal of Applied Mathematics, volume 2,012 (issn: 1110-757X, eissn: 1687-0042, Copyright policy )
Authors: Wen, Yuzhen; Yin, Chuancun;

doi: 10.1155/2012/343794

On a Dual Model with Barrier Strategy

Abstract

We consider the dual of the generalized Erlang(n) risk model with a barrier dividend strategy. We derive integro‐differential equations with boundary conditions satisfied by the expectation of the sum of discounted dividends until ruin and the moment‐generating function of the discounted dividend payments until ruin, respectively. The results are illustrated by several examples.

Related Organizations
Keywords

Derivative securities (option pricing, hedging, etc.), QA1-939, Erlang\((n)\) risk model, Mathematics, Credit risk

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
3
Average
Average
Average
gold