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On optimal dividend payments and related problems - MaRDI portal

On optimal dividend payments and related problems (Q1121632)

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scientific article; zbMATH DE number 4104238
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English
On optimal dividend payments and related problems
scientific article; zbMATH DE number 4104238

    Statements

    On optimal dividend payments and related problems (English)
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    1988
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    risk theory
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    ruin
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    extrapolation methods
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    Monotone upper and lower bounds
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    lifetime distribution
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    first two moments
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    probabilities of ruin
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    expected dividend payments
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    minimal expected life
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