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  • Search: subject:"PDMP method"
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Year of publication
Subject
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Linear dividend barrier 2 PDMP method 2 The confluent hypergeometric function 2 The expected discounted dividends 2 Dividend 1 Dividende 1 Theorie 1 Theory 1
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Undetermined 1
Type of publication
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Article 2
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1 Undetermined 1
Author
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Liu, Zaiming 2 Li, Manman 1 Manman, Li 1
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Economic Modelling 1 Economic modelling 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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Regulated absolute ruin problem with interest structure and linear dividend barrier
Manman, Li; Liu, Zaiming - In: Economic modelling 29 (2012) 5, pp. 1786-1792
Persistent link: https://www.econbiz.de/10009667100
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Cover Image
Regulated absolute ruin problem with interest structure and linear dividend barrier
Li, Manman; Liu, Zaiming - In: Economic Modelling 29 (2012) 5, pp. 1786-1792
, namely debit interest, short-term and long-term invested interest, and linear dividend barrier. In this paper, the PDMP … method and martingales are used for solvency studies in the risk model under regulation of minimum cash requirement. The …
Persistent link: https://www.econbiz.de/10010597505
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