THAMPI, K. K.; JACOB, M. J.; RAJU, N. - In: International Journal of Theoretical and Applied … 10 (2007) 05, pp. 837-846
In this paper, we consider a renewal risk model with dividend barrier, in which the claim inter-occurrence times are generalized exponential. We obtain explicit expression for the probability of absorption by an upper barrier b, before ruin occurs when the claim amount distribution is either...