On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (Q2252284)
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scientific article; zbMATH DE number 6317665
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| English | On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency |
scientific article; zbMATH DE number 6317665 |
Statements
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (English)
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16 July 2014
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dual model
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barrier strategy
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Erlangization
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dividends
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ruin
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0.8822121620178223
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0.8331749439239502
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0.8319794535636902
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0.8167269825935364
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0.812454342842102
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