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- W2009291869 abstract "In this paper, we consider the compound Poisson risk model with a threshold dividend strategy and a dependence structure modeled by a Farlie–Gumbel–Morgenstern copula. The integro-differential equations satisfied by the Gerber–Shiu functions and the expected discounted dividend payments paid until ruin respectively are derived. Further, by deriving and solving the renewal equations satisfied by the Gerber–Shiu functions and the expected discounted dividend payments, we give the explicit formulas for them." @default.
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- W2009291869 date "2013-09-01" @default.
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- W2009291869 title "On the compound Poisson risk model with dependence and a threshold dividend strategy" @default.
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- W2009291869 doi "https://doi.org/10.1016/j.spl.2013.05.008" @default.
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