Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287): Difference between revisions
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Revision as of 00:58, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Omega diffusion risk model with surplus-dependent tax and capital injections |
scientific article |
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Omega diffusion risk model with surplus-dependent tax and capital injections (English)
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6 October 2016
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time-homogeneous diffusion
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Azéma-Yor process
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occupation time
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risk model with tax
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omega risk model
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reflected diffusions
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