On the time value of absolute ruin with tax (Q659184)
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scientific article; zbMATH DE number 6004672
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the time value of absolute ruin with tax |
scientific article; zbMATH DE number 6004672 |
Statements
On the time value of absolute ruin with tax (English)
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10 February 2012
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compound Poisson surplus process
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debit interest
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interest rate on positive surplus
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tax
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absolute ruin
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light and heavy-tailed claims
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expected discounted penalty function
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0.8787131
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0.8555183
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0.8366235
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0.8282295
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0.8266834
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