Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (Q931185)
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scientific article; zbMATH DE number 5292537
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| English | Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy |
scientific article; zbMATH DE number 5292537 |
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Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy (English)
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25 June 2008
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multi-layer dividend strategy
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integro-differential equation
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Gerber-Shiu discounted penalty function
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time to ruin
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0.9052032828330994
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0.9039979577064514
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0.8918830752372742
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0.8865852355957031
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0.8741602897644043
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