We to the first of the three cases in which the path of the Cramér–Lundberg process is perturbed through the payments of dividends. Recall that a reflection (or barrier) strategy consists of paying dividends out of the surplus in such a way that, for a fixed barrier a>0, any excess of the surplus above this level is instantaneously paid out. The key object of interest in this chapter is the present value of the dividends paid until ruin under force of interest.
KeywordsArrival Rate Scale Function Spatial Homogeneity Compound Poisson Process Positive Random Variable
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