A threshold-based risk process with a waiting period to pay dividends (Q1717028)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A threshold-based risk process with a waiting period to pay dividends |
scientific article; zbMATH DE number 7012526
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A threshold-based risk process with a waiting period to pay dividends |
scientific article; zbMATH DE number 7012526 |
Statements
A threshold-based risk process with a waiting period to pay dividends (English)
0 references
5 February 2019
0 references
discrete-time sparre Andersen renewal risk process
0 references
threshold strategy
0 references
waiting period
0 references
dividend payments
0 references
ruin probabilities
0 references
Parisian-type model
0 references
compound binomial model
0 references
0 references
0 references
0 references
0 references
