Cheung, Eric C. K.; Liu, Haibo; Woo, Jae-kyung - In: Risks : open access journal 3 (2015) 4, pp. 491-514
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer's payments to its policyholders and shareholders,...