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

IF 0.2 Q4 MATHEMATICS, APPLIED

Advances in Differential Equations and Control Processes Pub Date : 2023-12-02 DOI:10.17654/0974324323023

Kiswendsida Mahamoudou Ouedraogo, Delwendé Abdoul-Kabir Kafando, Francois Xavier Ouedraogo, Lassané Sawadogo, Pierre Clovis Nitiéma

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一个复合泊松风险模型中的积分微分方程，该模型具有向股东支付可变门槛股息的策略，以及索赔金额和索赔间隔时间之间的尾部依赖性

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Advances in Differential Equations and Control Processes MATHEMATICS, APPLIED-

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