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 journal › Article

1 results

Finished
Number-Theoretic Algorithms and their Applications (FSP)
Grabner, P., Albrecher, H., Fuchs, C. J., Tichy, R., Predota, M., Stoll, T., Heuberger, C., Koch, W., Frisch, S., Hartinger, J., Ziegler, V., Lamberger, M. & Kainhofer, R.
1/01/00 → 31/12/05
Project: Research project