The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 00:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discounted penalty function with multi-layer dividend strategy in the phase-type risk model |
scientific article |
Statements
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (English)
0 references
30 August 2012
0 references
gerber
0 references
shiu discounted penalty function
0 references
multi-layer dividend strategy
0 references
integro-differential equation
0 references
phase-type distribution
0 references
