Nonparametric estimation of some dividend problems in the perturbed compound Poisson model

DOI10.1017/s0269964822000298OpenAlexW4295197995MaRDI QIDQ6163061

Publication date: 16 June 2023

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0269964822000298

zbMATH Keywords

nonparametric estimation expected discounted penalty function dividend payments perturbed compound Poisson model COS

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites Work

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