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Property / author: Kam-Chuen Yuen / rank
 
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Property / full work available at URL: https://doi.org/10.1002/asmb.734 / rank
 
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Latest revision as of 18:56, 3 July 2024

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The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
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    The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (English)
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    22 February 2011
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    compound Poisson process
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    threshold dividend strategy
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    integro-differential equation
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    Laplace transform
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    time of ruin
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