Analysis of a threshold dividend strategy for a MAP risk model (Q3608224): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analysis of a threshold dividend strategy for a MAP risk model |
scientific article |
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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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