Yueyang, Hunan 414006
Hunan Institute of Science and Technology
Perturbed process, Dividend payments, Multiple thresholds, Integro-differential equations, Phase-type distribution
Gerber-Shiu discounted penalty function, multi-layer dividend strategy, integro-differential equation, phase-type distribution
Dependent risk model \SEP distribution of the maximum surplus; Farlie-Gumbel-Morgenstern copula; Integro-differential equation; explicit distribution
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