Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dividend-reinsurance strategy in the Sparre Andersen model |
scientific article |
Statements
Dividend-reinsurance strategy in the Sparre Andersen model (English)
0 references
8 March 2013
0 references
Sparre Andersen model
0 references
reinsurance
0 references
expected discounted penalty function
0 references
iteration
0 references
constant dividend barrier
0 references
