On the probability of ruin in the presence of a linear dividend barrier
Author:
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/03461238.1981.10413735
Reference3 articles.
1. The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
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