On the perturbed compound Poisson risk model under absolute ruin with debit interest and a constant dividend barrier (Q3072135)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5847108
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the perturbed compound Poisson risk model under absolute ruin with debit interest and a constant dividend barrier |
scientific article; zbMATH DE number 5847108 |
Statements
5 February 2011
0 references
absolute ruin
0 references
Brownian motion
0 references
dividend payments
0 references
debit interest
0 references
expected discounted penalty function
0 references
0.90618497133255
0 references
0.9025654196739196
0 references
0.902503252029419
0 references
0.8940869569778442
0 references
