Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1080/03610926.2020.1737126 / rank
 
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Latest revision as of 02:14, 29 July 2024

scientific article; zbMATH DE number 7532220
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English
Ruin probabilities for the phase-type dual model perturbed by diffusion
scientific article; zbMATH DE number 7532220

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    Ruin probabilities for the phase-type dual model perturbed by diffusion (English)
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    25 May 2022
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    phase-type distribution
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    diffusion
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    ruin probability
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    integro-differential equation
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    expected discounted dividend function
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