Risk theory with a nonlinear dividend barrier (Q699811)
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: Risk theory with a nonlinear dividend barrier |
scientific article; zbMATH DE number 1807933
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Risk theory with a nonlinear dividend barrier |
scientific article; zbMATH DE number 1807933 |
Statements
Risk theory with a nonlinear dividend barrier (English)
0 references
25 September 2002
0 references
Classical risk process
0 references
dividend barrier strategies
0 references
survival probability
0 references
stochastic simulation
0 references
Quasi-Monte Carlo techniques
0 references
