Analysis of a threshold dividend strategy for a MAP risk model (Q3608224): Difference between revisions

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Revision as of 18:09, 19 March 2024

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Analysis of a threshold dividend strategy for a MAP risk model
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    Analysis of a threshold dividend strategy for a MAP risk model (English)
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    28 February 2009
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    Sparre Andersen risk model
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    phase-type distribution
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    Markovian arrival process
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    Laplace-Stieltjes transform
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    correlated claims
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    surplus process
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    fluid queues
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