Approximations of the optimal dividends barrier in the classical risk models (Q2886386)
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scientific article; zbMATH DE number 6041130
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| English | Approximations of the optimal dividends barrier in the classical risk models |
scientific article; zbMATH DE number 6041130 |
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1 June 2012
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classical risk model
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optimal dividends barrier
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mixtures of exponential
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Lundberg asymptotic formula
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discrete time model
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Approximations of the optimal dividends barrier in the classical risk models (English)
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0.8856874108314514
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0.8544836640357971
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0.8541595339775085
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0.8453139662742615
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0.8385622501373291
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