On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model (Q5505898)
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scientific article; zbMATH DE number 5498889
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| English | On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model |
scientific article; zbMATH DE number 5498889 |
Statements
28 January 2009
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dividend payments
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ruin probability
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piecewise deterministic Markov process
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0.8508451581001282
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0.8496095538139343
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0.8215444684028625
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0.8162297010421753
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0.812017023563385
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