A threshold-based risk process with a waiting period to pay dividends
DOI10.3934/JIMO.2018005zbMath1412.60064OpenAlexW2790627493MaRDI QIDQ1717028
Ran Xu, Steve Drekic, Jae-Kyung Woo
Publication date: 5 February 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2018005
ruin probabilitiesthreshold strategycompound binomial modeldividend paymentsdiscrete-time sparre Andersen renewal risk processParisian-type modelwaiting period
Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Renewal theory (60K05)
Related Items (3)
Cites Work
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