On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
Year of publication: |
2005
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Authors: | Albrecher, Hansjörg ; Hartinger, Jürgen ; Tichy, Robert |
Published in: |
Scandinavian actuarial journal : Actuarial Society of Finland ; Norwegian Society of Actuaries ; Swedish Society of Actuaries. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 1867532. - Vol. 105.2005, 2, p. 103-126
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