A threshold-based risk process with a waiting period to pay dividends (Q1717028)

From MaRDI portal
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
    0 references
    0 references
    0 references
    0 references
    5 February 2019
    0 references
    0 references
    0 references
    0 references
    0 references
    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
    0 references