The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time (Q2517115)
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scientific article; zbMATH DE number 6472554
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| English | The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time |
scientific article; zbMATH DE number 6472554 |
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The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time (English)
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14 August 2015
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barrier strategy
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dividend
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perturbed compound Poisson risk model
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ruin
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0.8984773755073547
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0.8723874688148499
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0.8637052774429321
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0.8538362979888916
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