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
scientific article
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English | 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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