A threshold-based risk process with a waiting period to pay dividends (Q1717028): Difference between revisions
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scientific article
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English | A threshold-based risk process with a waiting period to pay dividends |
scientific article |
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A threshold-based risk process with a waiting period to pay dividends (English)
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5 February 2019
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discrete-time sparre Andersen renewal risk process
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threshold strategy
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waiting period
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dividend payments
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ruin probabilities
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Parisian-type model
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compound binomial model
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