The Discounted Penalty Function with Multi-Layer Dividend Strategy in the Phase-Type Risk Model
Year of publication: |
2012
|
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Authors: | Jiang, Wuyuan |
Other Persons: | Yang, Zhaojun (contributor) ; Li, Xinping (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Dividende | Dividend | Finanzmathematik | Mathematical finance | Portfolio-Management | Portfolio selection |
Extent: | 1 Online-Ressource (19 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments January 11, 2012 erstellt |
Other identifiers: | 10.2139/ssrn.1983644 [DOI] |
Classification: | G22 - Insurance; Insurance Companies |
Source: | ECONIS - Online Catalogue of the ZBW |
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