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Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process

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Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process

Material type
記事
Author
A. E. Kyprianouほか
Publisher
Cambridge University Press (CUP)
Publication date
2007-06
Material Format
Digital
Journal name
Journal of Applied Probability 44 02
Publication Page
p.428-443
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Detailed bibliographic record

Summary, etc.：

<jats:p>We provide a distributional study of the solution to the classical control problem due to De Finetti (1957), Gerber (1969), Azcue and Muler (2...

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Digital

Material Type
記事
Title
Distributional Study of De Finetti's Dividend Problem for a General Lévy Insurance Risk Process
Author Heading
A. E. Kyprianou
Z. Palmowski
Publication Date
2007-06
Publication Date (W3CDTF)
2007-06
Periodical title
Journal of Applied Probability
No. or year of volume/issue
44 02
Volume
44
Issue
02
Pages
428-443