Risk theory with a nonlinear dividend barrier (Q699811): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 09:49, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk theory with a nonlinear dividend barrier |
scientific article |
Statements
Risk theory with a nonlinear dividend barrier (English)
0 references
25 September 2002
0 references
Classical risk process
0 references
dividend barrier strategies
0 references
survival probability
0 references
stochastic simulation
0 references
Quasi-Monte Carlo techniques
0 references
