On dividends in the phase–type dual risk model (Q4577204): Difference between revisions

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Latest revision as of 03:13, 16 July 2024

scientific article; zbMATH DE number 6904589
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English
On dividends in the phase–type dual risk model
scientific article; zbMATH DE number 6904589

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    On dividends in the phase–type dual risk model (English)
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    17 July 2018
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    dual risk model
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    phase-type distribution
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    Lundberg's equations
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    ruin probability
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    time to ruin
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    expected discounted dividends
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