On the non-optimality of horizontal barrier strategies in the Sparre Andersen model (Q2895133)

From MaRDI portal





scientific article; zbMATH DE number 6051961
Language Label Description Also known as
English
On the non-optimality of horizontal barrier strategies in the Sparre Andersen model
scientific article; zbMATH DE number 6051961

    Statements

    0 references
    0 references
    2 July 2012
    0 references
    collective risk theory
    0 references
    Sparre Andersen model
    0 references
    dividend payments
    0 references
    barrier strategies
    0 references
    On the non-optimality of horizontal barrier strategies in the Sparre Andersen model (English)
    0 references

    Identifiers