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- W1993926551 abstract "The classical model of ruin theory is given by a Poisson claim number process with single claims Xi and constant premium flow. Gerber has generalized this model by a linear dividend barrier b+at. Whenever the free reserve of the insurance reaches the barrier, dividends are paid out in such a way that the reserve stays on the barrier. The aim of this paper is to give a generalization of this model by using the idea of Reinhard. After an exponentially distributed time, the claim frequency changes to a different level, and can change back again in the same way. This may be used e.g. in storm damage insurance. The computations lead to systems of partial integro differential equations which are solved." @default.
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- W1993926551 date "1999-03-01" @default.
- W1993926551 modified "2023-10-17" @default.
- W1993926551 title "A process with stochastic claim frequency and a linear dividend barrier" @default.
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- W1993926551 doi "https://doi.org/10.1016/s0167-6687(98)00037-7" @default.
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