On the probability of ruin in the presence of a linear dividend barrier (Q3903927): Difference between revisions
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Property / full work available at URL: https://doi.org/10.1080/03461238.1981.10413735 / rank | |||
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Property / OpenAlex ID: W2078202235 / rank | |||
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Property / cites work: Q5609896 / rank | |||
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Property / cites work: The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas / rank | |||
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Latest revision as of 11:44, 13 June 2024
scientific article
Language | Label | Description | Also known as |
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English | On the probability of ruin in the presence of a linear dividend barrier |
scientific article |
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On the probability of ruin in the presence of a linear dividend barrier (English)
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1981
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probability of ruin
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exponential distribution
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risk theory
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expected discounted sum of dividend payments
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