The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (Q3505192)
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scientific article; zbMATH DE number 5290117
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| English | The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion |
scientific article; zbMATH DE number 5290117 |
Statements
The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion (English)
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18 June 2008
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expectation of aggregate discounted dividends
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Sparre Andersen risk process
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perturbed by diffusion
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threshold strategy
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0.8729802966117859
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0.8727482557296753
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0.8712095022201538
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0.8697616457939148
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0.8678953051567078
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