On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q454865 |
Changed an Item |
||
Property / author | |||
Property / author: Hansjoerg Albrecher / rank | |||
Normal rank |
Revision as of 12:13, 15 February 2024
scientific article; zbMATH DE number 5026178
Language | Label | Description | Also known as |
---|---|---|---|
English | On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier |
scientific article; zbMATH DE number 5026178 |
Statements
On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (English)
0 references
24 May 2006
0 references
classical risk theory
0 references
collective model
0 references
linear dividend barrier
0 references
time of ruin
0 references
surplus prior to ruin
0 references