Risk theory with a nonlinear dividend barrier (Q699811): Difference between revisions
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| Property / author: Hansjoerg Albrecher / rank | |||
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Revision as of 12:14, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk theory with a nonlinear dividend barrier |
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Risk theory with a nonlinear dividend barrier (English)
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25 September 2002
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Classical risk process
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dividend barrier strategies
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survival probability
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stochastic simulation
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Quasi-Monte Carlo techniques
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