Drawdown analysis for the renewal insurance risk process (Q4575464)
From MaRDI portal
scientific article; zbMATH DE number 6903661
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Drawdown analysis for the renewal insurance risk process |
scientific article; zbMATH DE number 6903661 |
Statements
Drawdown analysis for the renewal insurance risk process (English)
0 references
13 July 2018
0 references
drawdown
0 references
two-sided exit problem
0 references
fluid flow technique
0 references
renewal insurance risk process
0 references
constant dividend barrier strategy
0 references
ruin probability
0 references
