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

Research output: Contribution to journal › Article

Original language	English
Pages (from-to)	103-126
Journal	Scandinavian Actuarial Journal
Issue number	No. 2
Publication status	Published - 2005

Cite this

@article{65b765b6656146dbb1c86b0d2435aab0,

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

author = "Hansj{\"o}rg Albrecher and J{\"u}rgen Hartinger and Robert Tichy",

year = "2005",

language = "English",

pages = "103--126",

journal = "Scandinavian Actuarial Journal",

publisher = "Taylor and Francis Ltd.",

number = "No. 2",

}