The compound Poisson risk model with multiple thresholds
By X. Lin, Kristina P. Sendova. 2008
81 citations recorded by the source corpus.
Subfields: Demography, Economics and Econometrics, Management Science and Operations Research
View Paper: https://www.semanticscholar.org/paper/670623dbab48d821fbc0255b4cafa51f23327e9e
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In Demography
- Hansjörg Albrecher *
- Eric C. K. Cheung
- HANSJ¨ORG Albrecher
- Stefan Thonhauser
- Jürgen Hartinger
- Ronnie Loeffen
- Hailiang Yang
- Hans U. Gerber
In Economics and Econometrics
In Management Science and Operations Research
- Hansjörg Albrecher *
- Eric C. K. Cheung
- HANSJ¨ORG Albrecher
- Stefan Thonhauser
- Jürgen Hartinger
- Ronnie Loeffen
- Hailiang Yang
- Xiaowen Zhou
Citations in the corpus
- A Risk Model with Multilayer Dividend Strategy (2007, background): “(2.4)k u→ The above derivation of (2.2) is a short alternative proof of Theorem 3.1 of Lin and Sendova (2006) (although their proof based on the renewal approach has the advantage to imply directly the continuity of the solution across the layers, whereas above one has to ask for it).”
- Randomized Observation Periods for the Compound Poisson Risk Model: Dividends (2011, background): “If T is exponentially distributed, this leads to a system of integro-differential equations (IDEs) defined on different surplus layers that are connected by certain contact conditions (the resulting analysis has similarities with equations that appear in multi-layer dividend policies of the classica”