Ruin and dividend measures in the renewal dual risk model

DOI10.1007/s11009-021-09876-4zbMath1489.91214arXiv2105.11556OpenAlexW3177711797MaRDI QIDQ2152229

Renata G. Alcoforado, Alfredo D. Egídio dos Reis, Agnieszka I. Bergel, Rui M. R. Cardoso, Eugenio V. Rodríguez-Martínez

Publication date: 7 July 2022

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2105.11556

zbMATH Keywords

ruin probabilitydual risk modelexpected discounted dividendsdividend probabilitynumber of gainssingle dividend amount

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

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Cites Work

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