The compound Poisson risk model with a threshold dividend strategy (Q2507941)
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scientific article; zbMATH DE number 5060801
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| English | The compound Poisson risk model with a threshold dividend strategy |
scientific article; zbMATH DE number 5060801 |
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The compound Poisson risk model with a threshold dividend strategy (English)
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5 October 2006
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compound Poisson model
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deficit at ruin
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Gerber-Shiu discounted penalty function
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surplus immediately before ruin
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time of ruin
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threshold strategy
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two-step premium
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0.9396687746047974
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0.939507782459259
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0.9175708293914796
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0.9149457812309264
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