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scientific article; zbMATH DE number 7295019 - MaRDI portal

scientific article; zbMATH DE number 7295019

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DOI10.3969/J.ISSN.1001-4268.2020.03.004zbMath1463.60065MaRDI QIDQ5142910

Aili Zhang, Zhang Liu

Publication date: 14 January 2021

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

scale functions compound Poisson risk model two-step premium rate joint occupation times

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Credit risk (91G40)

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