The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987): 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 06:18, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The phase-type risk model perturbed by diffusion under a threshold dividend strategy |
scientific article |
Statements
The phase-type risk model perturbed by diffusion under a threshold dividend strategy (English)
0 references
17 April 2013
0 references
diffusion
0 references
dividend payments
0 references
threshold dividend strategy
0 references
integro-differential equation
0 references
rational family
0 references
phase-type distribution
0 references
