Obtaining the dividends-penalty identities by interpretation (Q661238): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2010.04.008
+Normal rank
@@ Property / OpenAlex ID @@
+W1999281155
@@ Property / OpenAlex ID: W1999281155 / rank @@
+Normal rank
@@ Property / cites work @@
+A Direct Approach to the Discounted Penalty Function
+Normal rank
@@ Property / cites work @@
+A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
+Normal rank