NDLI: Asymptotic theory for a risk process with a high dividend barrier

Content Provider	Springer Nature Link
Author	Zong, Zhaojun Hu, Feng
Copyright Year	2007
Abstract	A modified classical model with a dividend barrier is considered. It is shown that there is a simple approximation formula for the time of ruin when the level of dividend barrier is high and the claim sizes have a distribution that belongs to S(γ) with γ > 0.
Starting Page	253
Ending Page	258
Page Count	6
File Format	PDF
ISSN	10051031
Journal	Applied Mathematics-A Journal of Chinese Universities
Volume Number	22
Issue Number	3
e-ISSN	19930445
Language	English
Publisher	Editorial Committee of Applied Mathematics
Publisher Date	2007-01-01
Publisher Place	Hangzhou
Access Restriction	One Nation One Subscription (ONOS)
Subject Keyword	asymptotic theory time of ruin dividend barrier Mathematics Applications of Mathematics
Content Type	Text
Resource Type	Article
Subject	Applied Mathematics

Sl.	Authority	Responsibilities	Communication Details
1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
5	Website/Portal (Helpdesk)	Queries regarding NDLI and its services	support@ndl.gov.in
6	Contents and Copyright Issues	Queries related to content curation and copyright issues	content@ndl.gov.in
7	National Digital Library of India Club (NDLI Club)	Queries related to NDLI Club formation, support, user awareness program, seminar/symposium, collaboration, social media, promotion, and outreach	clubsupport@ndl.gov.in
8	Digital Preservation Centre (DPC)	Assistance with digitizing and archiving copyright-free printed books	dpc@ndl.gov.in
9	IDR Setup or Support	Queries related to establishment and support of Institutional Digital Repository (IDR) and IDR workshops	idr@ndl.gov.in

Asymptotic theory for a risk process with a high dividend barrier