On the probability of ruin in the presence of a linear dividend barrier (Q3903927): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03461238.1981.10413735 / rank
 
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Property / cites work: Q5609896 / rank
 
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Property / cites work: The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas / rank
 
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Latest revision as of 11:44, 13 June 2024

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On the probability of ruin in the presence of a linear dividend barrier
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    On the probability of ruin in the presence of a linear dividend barrier (English)
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    1981
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    probability of ruin
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    exponential distribution
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    risk theory
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    expected discounted sum of dividend payments
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