On a perturbed dual risk model with dependence between inter-gain times and gain sizes
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DOI: 10.1080/03610926.2016.1236959
Abstract: ABSTRACT The dual risk model may be used to model the revenue process of a company with constant expense rate and occasional gains. In this paper, we consider a dual risk model with both inter-gain… read more here.
Keywords: gain; dual risk; risk model; model ... See more keywords