On the expected discounted dividends int he Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Michael C. H. Choi; Eric C. K. Cheung
| Year of publication: |
2014
|
|---|---|
| Authors: | Choi, Michael C. H. ; Cheung, Eric C. K. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 121-132
|
| Subject: | Compound Poisson risk model | Barrier strategy | Dividend strategy | Dividend decisions | Randomized observations | Erlangization | Dividende | Dividend | Risikomodell | Risk model | Risiko | Risk | Theorie | Theory | 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/10010469165