Shi, Yafeng; Liu, Peng; Zhang, Chunsheng - In: Statistics & Probability Letters 83 (2013) 9, pp. 1998-2006
In this paper, we consider the compound Poisson risk model with a threshold dividend strategy and a dependence structure modeled by a Farlie–Gumbel–Morgenstern copula. The integro-differential equations satisfied by the Gerber–Shiu functions and the expected discounted dividend payments...