On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claim: author (P16): Item:Q162486 |
||
Property / author | |||
Property / author: Hu, Yijun / rank | |||
Revision as of 20:55, 9 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier |
scientific article |
Statements
On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (English)
0 references
29 September 2011
0 references
Gerber-Shiu function
0 references
integro-differential equations
0 references
Laplace transform
0 references