๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

On the absolute ruin problem in a Sparre Andersen risk model with constant interest

โœ Scribed by Ilie-Radu Mitric; Andrei L. Badescu; David A. Stanford


Book ID
113662479
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
343 KB
Volume
50
Category
Article
ISSN
0167-6687

No coin nor oath required. For personal study only.


๐Ÿ“œ SIMILAR VOLUMES


Dividend payments in the classical risk
โœ Chunwei Wang; Chuancun Yin ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 245 KB

## Abstract This paper attempts to study the dividend payments in a compound Poisson surplus process with debit interest. Dividends are paid to the shareholders according to a barrier strategy. An alternative assumption is that business can go on after ruin, as long as it is profitable. When the su