On the classical risk model with credit and debit interests under absolute ruin (Q2267624)
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scientific article; zbMATH DE number 5676262
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| English | On the classical risk model with credit and debit interests under absolute ruin |
scientific article; zbMATH DE number 5676262 |
Statements
On the classical risk model with credit and debit interests under absolute ruin (English)
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1 March 2010
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dividend payments
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compound Poisson risk model
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integro-differential equation
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optimal dividend barrier
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Laplace transform
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0.933057963848114
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0.9145733118057252
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0.9055418372154236
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0.8940869569778442
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