A Markov Additive Risk Process with a Dividend Barrier (Q2837755): Difference between revisions

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Latest revision as of 15:44, 6 July 2024

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A Markov Additive Risk Process with a Dividend Barrier
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    A Markov Additive Risk Process with a Dividend Barrier (English)
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    11 July 2013
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    Markov arrival process
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    spectrally negative Lévy process
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    phase-type distribution
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    exit time
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    reflected process
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