On the compound binomial risk model with delayed claims and randomized dividends
Year of publication: |
March 2018
|
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Authors: | Wat, Kam Pui ; Yuen, Kam Chuen ; Li, Wai Keung ; Wu, Xueyuan |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 6.2018, 1, p. 1-13
|
Subject: | compound binomial riskmodel | delayed claims | Gerber-Shiu function | randomized dividends | Dividende | Dividend | Theorie | Theory | Finanzmathematik | Mathematical finance | Risikoaversion | Risk aversion | Stochastischer Prozess | Stochastic process | Wahrscheinlichkeitsrechnung | Probability theory | Statistische Verteilung | Statistical distribution |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6010006 [DOI] hdl:10419/195801 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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