The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342): Difference between revisions

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Property / Mathematics Subject Classification ID: 91B30 / rank
 
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Property / Mathematics Subject Classification ID: 60K20 / rank
 
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Property / zbMATH DE Number: 6590023 / rank
 
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Markov additive process
Property / zbMATH Keywords: Markov additive process / rank
 
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barrier strategy
Property / zbMATH Keywords: barrier strategy / rank
 
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inter-dividend-decision times
Property / zbMATH Keywords: inter-dividend-decision times / rank
 
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Gerber-Shiu function
Property / zbMATH Keywords: Gerber-Shiu function / rank
 
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dividends
Property / zbMATH Keywords: dividends / rank
 
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Markov renewal equation
Property / zbMATH Keywords: Markov renewal equation / rank
 
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Erlangization
Property / zbMATH Keywords: Erlangization / rank
 
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Revision as of 20:04, 27 June 2023

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The Markov additive risk process under an Erlangized dividend barrier strategy
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    The Markov additive risk process under an Erlangized dividend barrier strategy (English)
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    8 June 2016
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    Markov additive process
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    barrier strategy
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    inter-dividend-decision times
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    Gerber-Shiu function
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    dividends
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    Markov renewal equation
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    Erlangization
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