On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:02, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier |
scientific article |
Statements
On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (English)
0 references
29 September 2011
0 references
Gerber-Shiu function
0 references
integro-differential equations
0 references
Laplace transform
0 references
