Journal article

On a class of renewal risk models with a constant dividend barrier

SM Li, J Garrido

Insurance: Mathematics & Economics | ELSEVIER SCIENCE BV | Published : 2004

DOI: 10.1016/j.insmatheco.2004.08.004

University of Melbourne Researchers

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Keywords

Deficit at Ruin
Discounted Penalty-Function
Social Sciences, Mathematical Methods
Statistics & Probability
Science & Technology
Generalized Erlang(n) Distribution
Integro-Differential Equation
Time of Ruin
Mathematics, Interdisciplinary Applications
Economics
Social Sciences
Ruin
Physical Sciences
Surplus Before Ruin
Mathematical Methods in Social Sciences
Business & Economics
Mathematics
Deficit
Sparre Andersen Risk Process