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- W4281400389 abstract "In this paper, we consider some finite-time dividend and ruin problems in a class of risk models under the constant dividend barrier strategy. This class of risk models includes Brownian motion risk model and the compound Poisson model with and without diffusion. By using Laguerre series expansion, we derive infinite series expansion formulas for the time T-deferred Laplace transform of the ruin time and time T-deferred expected present valued of dividend payments until ruin." @default.
- W4281400389 created "2022-05-25" @default.
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- W4281400389 date "2022-05-24" @default.
- W4281400389 modified "2023-10-18" @default.
- W4281400389 title "Infinite series expansion of some finite-time dividend and ruin related functions" @default.
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- W4281400389 doi "https://doi.org/10.1080/03610926.2022.2076124" @default.
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