A threshold-based risk process with a waiting period to pay dividends
type: Item
instance of: scholarly article
title: A threshold-based risk process with a waiting period to pay dividends
zbMATH Open document ID: 1412.60064
author: Steve Derkic
author: Jae-Kyung Woo
author: Ran Xu
published in: Journal of Industrial and Management Optimization
publication date: 2019-02-05T00:00:00Z
Mathematics Subject Classification ID: 60G50
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 7012526
zbMATH Keywords: discrete-time sparre Andersen renewal risk process
zbMATH Keywords: threshold strategy
zbMATH Keywords: waiting period
zbMATH Keywords: dividend payments
zbMATH Keywords: ruin probabilities
zbMATH Keywords: Parisian-type model
zbMATH Keywords: compound binomial model
MaRDI profile type: Publication
full work available at URL: jimo.2018005
OpenAlex ID: W2790627493
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DOI: 10.3934/JIMO.2018005
description: scientific article; zbMATH DE number 7012526