On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/s0252-9602(10)60140-3 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2039848589 / rank | |||
Normal rank |
Latest revision as of 09:21, 30 July 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