Some results on absolute ruin in the perturbed insurance risk model with investment and debit interests
Wenguang Yu
| Year of publication: |
2013
|
|---|---|
| Authors: | Yu, Wenguang |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 31.2013, p. 625-634
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| Subject: | Absolute ruin | Threshold dividend strategy | Gerber-Shiu expected discounted penalty function | Moment-generating function | Confluent hypergeometric function | Theorie | Theory | Risikomodell | Risk model | Risiko | Risk | Dividende | Dividend | Finanzmathematik | Mathematical finance | Versicherung | Insurance |
| 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/10009731474