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
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 08:26, 5 March 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
