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Subject
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Classical risk model 1 Dividend 1 Dividende 1 Finanzmathematik 1 Laplace transforms 1 Mathematical finance 1 Risiko 1 Risikomodell 1 Risk 1 Risk model 1 Theorie 1 Theory 1 constant dividend barrier 1 finite-time ruin probability 1 transform inversion relationship 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Li, Shuanming 1 Lu, Yi 1
Published in...
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1
Source
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ECONIS (ZBW) 1
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The density of the time of ruin in the classical risk model with a constant dividend barrier
Li, Shuanming; Lu, Yi - In: Annals of actuarial science : publ. by the Institute of … 8 (2014) 1, pp. 63-78
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