On the non-optimality of horizontal barrier strategies in the Sparre Andersen model (Q2895133)
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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
2 July 2012
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collective risk theory
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Sparre Andersen model
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dividend payments
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barrier strategies
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0.83536345
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0.81964827
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0.81723315
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0.81704366
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0.81663555
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0.8162639
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On the non-optimality of horizontal barrier strategies in the Sparre Andersen model (English)
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