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• W2080450745 abstract "In the framework of classical risk theory we investigate a model that allows for dividend payments according to a time-dependent linear barrier strategy. Partial integro-differential equations for Gerber and Shiu's discounted penalty function and for the moment generating function of the discounted sum of dividend payments are derived, which generalizes several recent results. Explicit expressions for the nth moment of the discounted sum of dividend payments and for the joint Laplace transform of the time to ruin and the surplus prior to ruin are derived for exponentially distributed claim amounts." @default.
• W2080450745 created "2016-06-24" @default.
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• W2080450745 date "2005-04-01" @default.
• W2080450745 modified "2023-09-26" @default.
• W2080450745 title "On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier" @default.
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• W2080450745 doi "https://doi.org/10.1080/03461230510006946" @default.
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