Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396)
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scientific article; zbMATH DE number 6106766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Complete monotonicity of the probability of ruin and de Finetti's dividend problem |
scientific article; zbMATH DE number 6106766 |
Statements
Complete monotonicity of the probability of ruin and de Finetti's dividend problem (English)
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15 November 2012
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Barrier strategy
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classical risk model
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complete monotonicity
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log-convexity
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optimal dividend problem
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perturbed classical risk model
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0.90056515
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0.8892731
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0.8814985
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0.8796325
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0.87498087
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0.87215054
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0.8711873
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