Methods for estimating the optimal dividend barrier and the probability of ruin
Hans U. Gerber; Elias S. W. Shiu; Nathaniel Smith
| Year of publication: |
2008
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|---|---|
| Authors: | Gerber, Hans U. ; Shiu, Elias S. W. ; Smith, Nathaniel |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 243-254
|
| Subject: | Risiko | Risk | Theorie | Theory | Finanzmathematik | Mathematical finance |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003682219