The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier |
scientific article; zbMATH DE number 5128334
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier |
scientific article; zbMATH DE number 5128334 |
Statements
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (English)
0 references
19 February 2007
0 references
barrier strategy
0 references
compound Poisson
0 references
integro-differential equation
0 references
expected discounted penalty function
0 references
time of ruin
0 references
stochastic return on investments
0 references
0 references
0 references
0 references
0 references
0.8958562612533569
0 references
0.8691739439964294
0 references
