Qingwu Gao
Abstract
An integral equation about the Gerber-Shiu discounted penalty function and its precise solution are obtained according to the classical risk process with constant interest rate under a threshold dividend strategy.
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An integral equation about the Gerber-Shiu discounted penalty function and its precise solution are obtained according to the classical risk process with constant interest rate under a threshold dividend strategy.
Key concepts: Dividend, Constant (computer programming), Poisson distribution, Penalty method, Mathematics, Function (biology), Applied mathematics, Economics