Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims
Stathis Chadjiconstantinidis, Apostolos D. Papaioannou
| Year of publication: |
2009
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|---|---|
| Authors: | Chadjiconstantinidis, Stathis ; Papaioannou, Apostolos D. |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 45.2009, 3, p. 470-484
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| Subject: | Dividende | Dividend | Theorie | Theory | Risiko | Risk | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance |
| 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/10009517546