On a bivariate risk process with a dividend barrier strategy
Luyin Liu and Eric C. K. Cheung
| Year of publication: |
2015
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|---|---|
| Authors: | Liu, Luyin ; Cheung, Eric C. K. |
| Published in: |
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries. - Cambridge : Cambridge Univ. Press., ISSN 1748-4995, ZDB-ID 2213370-7. - Vol. 9.2015, 1, p. 3-35
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| Subject: | Bivariate risk process | Discretisation | Dividend barrier strategy | Copulas | Capital allocation | Proportional reinsurance | Dividende | Dividend | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Rückversicherung | Reinsurance | Multivariate Verteilung | Multivariate distribution | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10011299206