AN INTEGRO-DIFFERENTIAL EQUATION IN COMPOUND POISSON RISK MODEL WITH VARIABLE THRESHOLD DIVIDEND PAYMENT STRATEGY TO SHAREHOLDERS AND TAIL DEPENDENCE BETWEEN CLAIMS AMOUNTS AND INTER-CLAIM TIME-Reference-Cited by-同舟云学术

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AN INTEGRO-DIFFERENTIAL EQUATION IN COMPOUND POISSON RISK MODEL WITH VARIABLE THRESHOLD DIVIDEND PAYMENT STRATEGY TO SHAREHOLDERS AND TAIL DEPENDENCE BETWEEN CLAIMS AMOUNTS AND INTER-CLAIM TIME

Published:2023-12-02 Issue:4 Volume:30 Page:413-429
ISSN:0974-3243
Container-title:Advances in Differential Equations and Control Processes
language:
Short-container-title:ADECP

Author:

OUEDRAOGO Kiswendsida Mahamoudou,KAFANDO Delwendé Abdoul-Kabir,OUEDRAOGO Francois Xavier,SAWADOGO Lassané,NITIEMA Pierre Clovis

Publisher

Pushpa Publishing House

Subject

Process Chemistry and Technology,Economic Geology,Fuel Technology

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. On a Compound Poisson Risk Model Perturbed by Brownian Motion with Variable Premium and Tail Dependence between Claims Amounts and Inter-Claim Time;Open Journal of Statistics;2024

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