Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (Q429984)
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scientific article; zbMATH DE number 6048536
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| English | Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model |
scientific article; zbMATH DE number 6048536 |
Statements
Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (English)
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20 June 2012
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Sparre Andersen model
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discrete time
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matrix analytic methods
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randomized dividends
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threshold level
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0.8918372392654419
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0.8283536434173584
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0.822345495223999
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0.816326379776001
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0.8154405355453491
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