On dividends in the phase–type dual risk model (Q4577204): Difference between revisions
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Revision as of 16:27, 5 March 2024
scientific article; zbMATH DE number 6904589
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On dividends in the phase–type dual risk model |
scientific article; zbMATH DE number 6904589 |
Statements
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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