A Markov Additive Risk Process with a Dividend Barrier (Q2837755): Difference between revisions
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Revision as of 09:44, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov Additive Risk Process with a Dividend Barrier |
scientific article |
Statements
A Markov Additive Risk Process with a Dividend Barrier (English)
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11 July 2013
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Markov arrival process
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spectrally negative Lévy process
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phase-type distribution
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exit time
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reflected process
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