The Risk Model with a Constant Dividend Barrier Affected by a Threshold Value
نویسندگان
چکیده
This paper considers a new risk model with constant dividend barrier, which the claim amount affected by threshold value. The hypothesis of is presented and integro-differential equation for Gerber-Shiu penalty function given. Then linear solution discounted figured out. also derives expected payments. An example given too.
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ژورنال
عنوان ژورنال: Asian Journal of Probability and Statistics
سال: 2022
ISSN: ['2582-0230']
DOI: https://doi.org/10.9734/ajpas/2022/v19i330471