Discrete Risk Model Revisited
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DOI: 10.1007/s11009-006-8554-9
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- Gerber, Hans U. & Shiu, Elias S.W. & Yang, Hailiang, 2010. "An elementary approach to discrete models of dividend strategies," Insurance: Mathematics and Economics, Elsevier, vol. 46(1), pages 109-116, February.
- Marceau, Etienne, 2009. "On the discrete-time compound renewal risk model with dependence," Insurance: Mathematics and Economics, Elsevier, vol. 44(2), pages 245-259, April.
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Keywords
Ruin probabilities; Characteristic equation; Discrete risk model; Compound binomial; Gerber-Shiu penalty function;All these keywords.
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