On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238): 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/j.insmatheco.2010.11.006 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3125702793 / rank | |||
Normal rank | |||
Revision as of 22:24, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the threshold dividend strategy for a generalized jump-diffusion risk model |
scientific article |
Statements
On the threshold dividend strategy for a generalized jump-diffusion risk model (English)
0 references
1 August 2011
0 references
jump-diffusion risk model
0 references
expected discounted penalty function
0 references
threshold dividend strategy
0 references
Wiener-Hopf factorization
0 references
