Ruin and dividend measures in the renewal dual risk model
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Publication:2152229
DOI10.1007/s11009-021-09876-4zbMath1489.91214arXiv2105.11556OpenAlexW3177711797MaRDI QIDQ2152229
Renata G. Alcoforado, Alfredo D. Egídio dos Reis, Agnieszka I. Bergel, Rui M. R. Cardoso, Eugenio V. Rodríguez-Martínez
Publication date: 7 July 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2105.11556
ruin probabilitydual risk modelexpected discounted dividendsdividend probabilitynumber of gainssingle dividend amount
Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)
Related Items
Cites Work
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