scientific article; zbMATH DE number 962269

zbMath0906.62110MaRDI QIDQ5690618

Thomas Siegl, Robert F. Tichy

Publication date: 22 February 1999

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

zbMATH Keywords

gammaMAPLEsurvival probabilityPoissonmixed-exponentialexpected value of the dividends

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

Related Items (6)

Simulation methods in ruin models with nonlinear dividend barriers. ⋮ Optimal choice of dividend barriers for a risk process with stochastic return on investments ⋮ Ruin theory with risk proportional to the free reserve and securitization ⋮ Variational methods for studying the problem of the discounted dividend payments ⋮ A process with stochastic claim frequency and a linear dividend barrier ⋮ Strategies for Dividend Distribution: A Review

Uses Software

• Maple

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