On the expected discounted dividends int he Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Year of publication: |
2014
|
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Authors: | Choi, Michael C. H. ; Cheung, Eric C. K. |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 59.2014, p. 121-132
|
Subject: | Compound Poisson risk model | Barrier strategy | Dividend strategy | Dividend decisions | Randomized observations | Erlangization | Dividende | Dividend | Theorie | Theory | Risiko | Risk | Portfolio-Management | Portfolio selection | Risikomodell | Risk model |
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