Dividend barrier strategy: proceed with caution (Q1640946): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.spl.2018.01.016 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2789015895 / rank | |||
Normal rank |
Revision as of 19:27, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Dividend barrier strategy: proceed with caution |
scientific article |
Statements
Dividend barrier strategy: proceed with caution (English)
0 references
14 June 2018
0 references
Lévy risk process
0 references
Parisian ruin
0 references
probability of ruin
0 references
Sparre Andersen risk process
0 references
time of ruin
0 references