On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (Q5467652)
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scientific article; zbMATH DE number 5026178
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| English | On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier |
scientific article; zbMATH DE number 5026178 |
Statements
On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier (English)
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24 May 2006
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classical risk theory
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collective model
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linear dividend barrier
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time of ruin
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surplus prior to ruin
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0.95093304
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0.91923094
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0.9167684
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0.9038706
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0.9019478
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0.8989843
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