Analysis of the Compound Poisson Surplus Model with Liquid Reserves, Interest and Dividends
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Publication:3067089
DOI10.2143/AST.39.1.2038063zbMath1205.91079OpenAlexW2019934488MaRDI QIDQ3067089
Runhuan Feng, Gordon E. Willmot, Jun Cai
Publication date: 20 January 2011
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.39.1.2038063
ruin probabilitybarrier strategythreshold strategydiscounted penalty functionliquid reservedividend-penalty identitydividends paid up to ruin
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