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- W2078202235 abstract "1. Introduction and Summary We shall consider the model that was introduced in Gerber (1974). Let {St } denote the compound Poisson process of the aggregate claims (given by the Poisson parameter λ and the distribution of individual claim amounts F(y), y⩾0), and let c denote the premium density. Of course it is assumed that c>λ , and that the adjustment coefficient R exists. The classical model is now modified as follows: Whenever the surplus reaches a certain barrier, dividends are paid out such that the surplus stays on the barrier (until the next claim occurs). We consider the case where the dividend barrier is a linear function of time, b + at, where b⩾0, 0<a<c. Thus, if Rt denotes the surplus at time t, Together with the knowledge of the initial surplus, R 0=x(0⩽x⩽b<∞), this determines the process {Rt }." @default.
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- W2078202235 date "1981-04-01" @default.
- W2078202235 modified "2023-10-12" @default.
- W2078202235 title "On the probability of ruin in the presence of a linear dividend barrier" @default.
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- W2078202235 doi "https://doi.org/10.1080/03461238.1981.10413735" @default.
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