The compound Poisson risk model with multiple thresholds (Q998276)
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scientific article; zbMATH DE number 5499587
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The compound Poisson risk model with multiple thresholds |
scientific article; zbMATH DE number 5499587 |
Statements
The compound Poisson risk model with multiple thresholds (English)
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28 January 2009
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compound Poisson model
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expected discounted penalty function
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integro-differential equation
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multiple threshold strategy
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probability of ruin
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0.91572326
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0.9093267
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0.9087201
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0.9049416
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0.9034632
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0.9001092
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