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Published in 2018 at "Hacettepe Journal of Mathematics and Statistics"
DOI: 10.15672/hjms.2018.602
Abstract: In this paper, we consider the present value of total dividends until ruin in a perturbed risk model with two independent classes of risks under multiple thresholds, in which both of the two inter-claim times…
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Keywords:
classes risk;
two classes;
model diffusion;
multiple thresholds ... See more keywords