Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (Q429984): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model |
scientific article |
Statements
Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (English)
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20 June 2012
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Sparre Andersen model
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discrete time
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matrix analytic methods
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randomized dividends
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threshold level
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