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~person:"Cheung, Eric C. K."
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Gerber–Shiu function
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aggregate discounted claims until ruin
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compound Poisson risk model
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covariance
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discounted dividend payments
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dividend barrier strategy
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joint moments
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Cheung, Eric C. K.
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On the joint analysis of the total discounted payments to policyholders and shareholders: Dividend barrier strategy
Cheung, Eric C. K.
;
Liu, Haibo
;
Woo, Jae-Kyung
- In:
Risks
3
(
2015
)
4
,
pp. 491-514
discounted
dividend
payments
until ruin and (iii) the time of ruin are presented along with some interpretations. …
Persistent link: https://www.econbiz.de/10011709537
Saved in:
2
On the joint analysis of the total discounted payments to policyholders and shareholders : dividend barrier strategy
Cheung, Eric C. K.
;
Liu, Haibo
;
Woo, Jae-kyung
- In:
Risks : open access journal
3
(
2015
)
4
,
pp. 491-514
discounted
dividend
payments
until ruin and (iii) the time of ruin are presented along with some interpretations. …
Persistent link: https://www.econbiz.de/10011402674
Saved in:
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