Drawdown analysis for the renewal insurance risk process (Q4575464)
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scientific article; zbMATH DE number 6903661
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| default for all languages | No label defined |
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| English | Drawdown analysis for the renewal insurance risk process |
scientific article; zbMATH DE number 6903661 |
Statements
Drawdown analysis for the renewal insurance risk process (English)
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13 July 2018
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drawdown
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two-sided exit problem
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fluid flow technique
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renewal insurance risk process
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constant dividend barrier strategy
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ruin probability
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0.8527499
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0.8463253
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0.84495074
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0.8383646
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0.8376565
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0.8369217
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0.8362608
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0.8357268
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0.8313018
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