Risk analysis for a stochastic cash management model with two types of customers

Insurance: Mathematics and Economics

Volumn 26, Issue 1, 2000, Pages 25-36

  Perry, David ^a   Stadje, Wolfgang ^b  

^a UNIVERSITY OF HAIFA   (Israel)

^b UNIVERSITY OF OSNABRÜCK   (Germany)

Author keywords

Bankruptcy; Brownian motion; Cash management; Compound Poisson process; First exit time; Maximum cash amount.; Revenue functional

Indexed keywords

EID: 0043281139     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(99)00037-2     Document Type: Article

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