A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:33, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hyper-exponential jump-diffusion model under the barrier dividend strategy |
scientific article |
Statements
A hyper-exponential jump-diffusion model under the barrier dividend strategy (English)
0 references
15 January 2016
0 references
reflected jump-diffusion process
0 references
barrier strategy
0 references
ruin time
0 references
Gerber-Shiu function
0 references
hyper-exponential distribution
0 references
