On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
Hansjörg Albrecher Artikkel Engelsk
*0011391614 *008050518s2005 xx# 000 0 eng *019 $bk *100 $aAlbrecher, Hansjörg$uKatholieke Universiteit Leuven, Heverlee, Belgium ; albrecher@tugraz.at$_157810900 *245 $aOn the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier *300 $aS. [103]-126 *500 $aVitenskapelig artikkel *5208 $aInneholder sammendrag *653 $aclassical risk theory$9eng$_157811000 *653 $acollective model$9eng$_157811100 *653 $adeficit at ruin$9eng$_157811200 *653 $alinear dividend barrier$9eng$_157811300 *653 $asurplus prior to ruin$9eng$_157811400 *653 $atime of ruin$9eng$_157811500 *700 $aHartinger, Jürgen;$uGraz University of Technology, Graz, Austria$_157811600 *700 $aTichy, Robert F.$uGraz University of Technology, Graz, Austria$_157811700 *773 $tScandinavian actuarial journal$gNo. 2 (2005)$x0346-1238$w(NO-LaBS)941286(tnr) *999 $z500368076$anorart:500368076 ^