Obtaining the dividends-penalty identities by interpretation (Q661238): Difference between revisions
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| Property / cites work: A Direct Approach to the Discounted Penalty Function / rank | |||
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| Property / cites work: A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier / rank | |||
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| Property / cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. / rank | |||
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| Property / cites work: The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier / rank | |||
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Latest revision as of 22:13, 4 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Obtaining the dividends-penalty identities by interpretation |
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Obtaining the dividends-penalty identities by interpretation (English)
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10 February 2012
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dividends
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penalty identity
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discounted penalty function
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barrier strategy
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two-sided jump model
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