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The optimality of a dividend barrier strategy for Levy insurance risk processes, with a focus on the univariate Erlang mixture
(University of Waterloo, 2011-08-31)
In insurance risk theory, the surplus of an insurance company is modelled to monitor and quantify its risks. With the outgo of claims and inﬂow of premiums, the insurer needs to determine what ﬁnancial portfolio ensures ...