On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (Q2514612): Difference between revisions
From MaRDI portal
Revision as of 15:05, 9 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions |
scientific article |
Statements
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions (English)
0 references
3 February 2015
0 references
compound Poisson risk model
0 references
barrier strategy
0 references
dividend decisions
0 references
randomized observations
0 references
Erlangization
0 references
0 references
0 references
0 references
0 references
0 references
0 references
