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

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