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- W2531597488 abstract "ABSTRACTThe dual risk model may be used to model the revenue process of a company with constant expense rate and occasional gains. In this paper, we consider a dual risk model with both inter-gain times and expense rates depending on the size of previous gain. Also, we assume the process is perturbed by a Brownian motion. Exact solutions for the Laplace transform and the first moment of the time to ruin with arbitrary gain-size distribution are obtained. Applications with numerical illustrations are provided to examine the impacts of the dependence structure and perturbation." @default.
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- W2531597488 date "2017-07-24" @default.
- W2531597488 modified "2023-10-16" @default.
- W2531597488 title "On a perturbed dual risk model with dependence between inter-gain times and gain sizes" @default.
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- W2531597488 doi "https://doi.org/10.1080/03610926.2016.1236959" @default.
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