Constant dividend barrier in a risk model with interclaim-dependent claim sizes
Year of publication: |
2008
|
---|---|
Authors: | Landriault, David |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 42.2008, 1, p. 31-38
|
Subject: | Dividende | Dividend | Risikopräferenz | Risk attitude | Finanzmathematik | Mathematical finance |
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