Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396): Difference between revisions

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Latest revision as of 20:50, 5 July 2024

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Complete monotonicity of the probability of ruin and de Finetti's dividend problem
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    Complete monotonicity of the probability of ruin and de Finetti's dividend problem (English)
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    15 November 2012
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    Barrier strategy
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    classical risk model
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    complete monotonicity
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    log-convexity
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    optimal dividend problem
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    perturbed classical risk model
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