Afonso, Lourdes B.; Cardoso, Rui M.R.; Egídio dos … - In: Insurance: Mathematics and Economics 53 (2013) 3, pp. 906-918
We consider the compound Poisson dual risk model, dual to the well known classical risk model for insurance applications, where premiums are regarded as costs and claims are viewed as profits. The surplus can be interpreted as a venture capital like the capital of an economic activity involved...