On the probability of ruin in the presence of a linear dividend barrier (Q3903927)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the probability of ruin in the presence of a linear dividend barrier |
scientific article |
Statements
On the probability of ruin in the presence of a linear dividend barrier (English)
0 references
1981
0 references
probability of ruin
0 references
exponential distribution
0 references
risk theory
0 references
expected discounted sum of dividend payments
0 references