Gerber-Shiu Function in a Discrete-time Risk Model with Dividend Strategy
Junqing Huang & Zhenhua Bao · Asian Journal of Probability and Statistics · 2021
In this paper, a discrete-time risk model with dividend strategy and a general premium rate is considered. Under such a strategy, once the insurer’s surplus hits a constant dividend barrier , dividends are paid off to shareholders at instantly. Using the roots of a generalizatio...
Open access
Research Article
10.9734/ajpas/2021/v15i430367