2007•Insurance Mathematics and EconomicsRequires access

Gerber–Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy

Hu Yang, Zhimin Zhang

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Key concepts: Erlang (programming language), Laplace transform, Piecewise, Penalty method, Applied mathematics, Integro-differential equation, Exponential distribution, Dividend

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Gerber–Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy — Research Paper | ScholarLens