The density of the time of ruin in the classical risk model with a constant dividend barrier
Shuanming Li; Yi Lu
| Year of publication: |
2014
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|---|---|
| Authors: | Li, Shuanming ; Lu, Yi |
| 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. 8.2014, 1, p. 63-78
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| Subject: | Classical risk model | constant dividend barrier | finite-time ruin probability | Laplace transforms | transform inversion relationship | Dividende | Dividend | Risiko | Risk | Risikomodell | Risk model | Theorie | Theory | Finanzmathematik | Mathematical finance |
| 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/10010358004