On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier

Hansjörg Albrecher, Jürgen Hartinger, Robert Tichy

Research output: Contribution to journalArticleResearch

Original languageEnglish
Pages (from-to)103-126
JournalScandinavian Actuarial Journal
Issue numberNo. 2
Publication statusPublished - 2005

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