On dividends in the phase-type dual risk model
Agnieszka I. Bergel, Eugenio V. Rodríguez-Martínez and Alfredo D. Egídio dos Reis
| Year of publication: |
August-December 2017
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| Authors: | Bergel, Agnieszka I. ; Rodríguez-Martínez, Eugenio V. ; Reis, Alfredo D. Egídio dos |
| Published in: |
Scandinavian actuarial journal. - Basingstoke : Taylor & Francis, ISSN 0346-1238, ZDB-ID 186753-2. - 2017, 9, p. 761-784
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| Subject: | Dual risk model | phase-type distribution | Lundberg’s equations | ruin probability | time to ruin | expected discounted dividends | Dividende | Dividend | Risiko | Risk | Risikomodell | Risk model | Theorie | Theory | Versicherungsmathematik | Actuarial mathematics | Finanzmathematik | Mathematical finance | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03461238.2016.1252944 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011848663