On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238): 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 07:32, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the threshold dividend strategy for a generalized jump-diffusion risk model |
scientific article |
Statements
On the threshold dividend strategy for a generalized jump-diffusion risk model (English)
0 references
1 August 2011
0 references
jump-diffusion risk model
0 references
expected discounted penalty function
0 references
threshold dividend strategy
0 references
Wiener-Hopf factorization
0 references
