1
-
1
of
1
results (0.67 seconds)
Sort By:
-
The Distribution of the Total Dividend Payments in a MAP Risk Model with Multi-Threshold Dividend Strategy
Sample Surplus Process Surplus U(t) Time t premiums claims ruin u 0 premium rate = c 3 / 25 ... Classical Risk Model The surplus process {U(t); t ≥ 0} with U(0) = u, s.t. dU(t) = cdt − dS(t), t ≥ 0. Premiums ...- Authors: Jingyu Chen, Yi Lu
- Date: Jul 2009
- Competency: Technical Skills & Analytical Problem Solving>Incorporate risk management
- Topics: Enterprise Risk Management>Financial management