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Time of ruin in a risk model with generalized Erlang (n) interclaim times and a constant dividend barrier
Mármol, Maite; Claramunt Bielsa, M. Mercè, 1964-
Universitat de Barcelona
2010-05-11
Dividends
Transformació de Laplace
Matemàtica financera
Risc (Economia)
Dividends
Laplace transformation
Business mathematics
Risk
cc-by-nc-nd, (c) Mármol et al., 2006
http://creativecommons.org/licenses/by-nc-nd/3.0/es/
Working Paper
Universitat de Barcelona. Facultat d'Economia i Empresa
         

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