Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357)
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scientific article; zbMATH DE number 5315278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Methods for estimating the optimal dividend barrier and the probability of ruin |
scientific article; zbMATH DE number 5315278 |
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Methods for estimating the optimal dividend barrier and the probability of ruin (English)
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22 August 2008
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optimal dividend barrier
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ruin probability
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Lévy processes
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subordinators
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de Vylder approximations
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diffusion approximations
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Lundberg function
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Lundberg's fundamental equation
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gamma processes
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