The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (Q865615)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier |
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The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (English)
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19 February 2007
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barrier strategy
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compound Poisson
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integro-differential equation
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expected discounted penalty function
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time of ruin
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stochastic return on investments
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