A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula (Q4927690)
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scientific article; zbMATH DE number 6177888
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula |
scientific article; zbMATH DE number 6177888 |
Statements
20 June 2013
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Farlie-Gumbel-Morgenstern copula
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Gerber-Shiu discounted penalty functions
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barrier strategy
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integro-differential equation
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0.9191956520080566
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0.9036355018615724
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0.8569913506507874
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0.8534182906150818
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