Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (Q3067089): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
Set OpenAlex properties.
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5609896 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3681889 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.2143/ast.39.1.2038063 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2019934488 / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 09:58, 30 July 2024

scientific article
Language Label Description Also known as
English
Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
scientific article

    Statements

    Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (English)
    0 references
    0 references
    0 references
    0 references
    20 January 2011
    0 references
    liquid reserve
    0 references
    threshold strategy
    0 references
    barrier strategy
    0 references
    discounted penalty function
    0 references
    dividends paid up to ruin
    0 references
    dividend-penalty identity
    0 references
    ruin probability
    0 references

    Identifiers