The compound binomial model with randomized decisions on paying dividends (Q2507603): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1016/j.insmatheco.2006.01.001 / rank
 
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Latest revision as of 20:18, 24 June 2024

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The compound binomial model with randomized decisions on paying dividends
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    The compound binomial model with randomized decisions on paying dividends (English)
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    5 October 2006
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    compound binomial process
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    ruin probability
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    dividend
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    recursion formulae
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    discrete renewal equation
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    asymptotic estimate
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