The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The perturbed Sparre Andersen model with interest and a threshold dividend strategy |
scientific article |
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The perturbed Sparre Andersen model with interest and a threshold dividend strategy (English)
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31 July 2015
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perturbed Sparre Andersen model
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threshold dividend strategy
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diffusion
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Gerber-Shiu function
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moment generating function
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integro-differential equations
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