On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652): Difference between revisions

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Property / author: Hansjoerg Albrecher / rank
 
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Property / full work available at URL: https://doi.org/10.1080/03461230510006946 / rank
 
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Property / OpenAlex ID: W2080450745 / rank
 
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Latest revision as of 13:35, 24 June 2024

scientific article; zbMATH DE number 5026178
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English
On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
scientific article; zbMATH DE number 5026178

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    On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (English)
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    24 May 2006
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    classical risk theory
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    collective model
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    linear dividend barrier
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    time of ruin
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    surplus prior to ruin
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