On the joint analysis of the total discounted payments to policyholders and shareholders : dividend barrier strategy
Year of publication: |
2015
|
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Authors: | Cheung, Eric C. K. ; Liu, Haibo ; Woo, Jae-kyung |
Published in: |
Risks : open access journal. - Basel : MDPI, ISSN 2227-9091, ZDB-ID 2704357-5. - Vol. 3.2015, 4, p. 491-514
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Subject: | compound Poisson risk model | dividend barrier strategy | aggregate discounted claims until ruin | discounted dividend payments | joint moments | covariance | Gerber–Shiu function | Theorie | Theory | Dividende | Dividend | Diskontierung | Discounting | Risiko | Risk |
Extent: | graph. Darst. |
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Type of publication: | Article |
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks3040491 [DOI] hdl:10419/167866 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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