Some first passage time problems with restricted reserve and two components of income

DOI10.1080/03461238.1987.10413828zbMath0671.62107OpenAlexW4240963596MaRDI QIDQ3823705

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Publication date: 1987

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.1987.10413828

zbMATH Keywords

first passage timeinterest ratedividend policycollective risk theoryinitial reserverisk reserveconstant premium rate

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Special processes (60K99)

Related Items (1)

Stochastic dynamics and passage times for diffusion approximations

Cites Work

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