A threshold-based risk process with a waiting period to pay dividends (Q1717028): 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/10.3934/jimo.2018005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2790627493 / rank | |||
Normal rank | |||
Revision as of 21:14, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold-based risk process with a waiting period to pay dividends |
scientific article |
Statements
A threshold-based risk process with a waiting period to pay dividends (English)
0 references
5 February 2019
0 references
discrete-time sparre Andersen renewal risk process
0 references
threshold strategy
0 references
waiting period
0 references
dividend payments
0 references
ruin probabilities
0 references
Parisian-type model
0 references
compound binomial model
0 references
