Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends (Q3067089)
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scientific article; zbMATH DE number 5839512
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| English | Analysis of the compound Poisson surplus model with liquid reserves, interest and dividends |
scientific article; zbMATH DE number 5839512 |
Statements
Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends (English)
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20 January 2011
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liquid reserve
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threshold strategy
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barrier strategy
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discounted penalty function
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dividends paid up to ruin
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dividend-penalty identity
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ruin probability
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0.8804762363433838
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0.847396731376648
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0.841611921787262
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0.8366498947143555
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