Risk theory with a nonlinear dividend barrier (Q699811): Difference between revisions
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| Property / DOI: 10.1007/s00607-001-1447-4 / rank | |||
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| Property / author: Hansjoerg Albrecher / rank | |||
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| Property / author: Reinhold Kainhofer / rank | |||
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| Property / author: Hansjoerg Albrecher / rank | |||
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| Property / author | |||
| Property / author: Reinhold Kainhofer / rank | |||
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1007/s00607-001-1447-4 / rank | |||
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| Property / OpenAlex ID: W1495157494 / rank | |||
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| Property / DOI: 10.1007/S00607-001-1447-4 / rank | |||
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Latest revision as of 01:06, 10 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk theory with a nonlinear dividend barrier |
scientific article |
Statements
Risk theory with a nonlinear dividend barrier (English)
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25 September 2002
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Classical risk process
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dividend barrier strategies
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survival probability
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stochastic simulation
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Quasi-Monte Carlo techniques
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