Statistical estimation for some dividend problems under the compound poisson risk model
Jiayi Xie, Zhimin Zhang
| Year of publication: |
2020
|
|---|---|
| Authors: | Xie, Jiayi ; Zhang, Zhimin |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 95.2020, p. 101-115
|
| Subject: | Compound Poisson risk model | Dividend payments | Expected discounted penalty function | COS | Estimation | Dividende | Dividend | Risikomodell | Risk model | Risiko | Risk | Finanzmathematik | Mathematical finance | Stochastischer Prozess | Stochastic process | Versicherungsmathematik | Actuarial mathematics | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2020.09.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012419256