The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455): 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 09:34, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The compound Poisson process perturbed by a diffusion with a threshold dividend strategy |
scientific article |
Statements
The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (English)
0 references
22 February 2011
0 references
compound Poisson process
0 references
threshold dividend strategy
0 references
integro-differential equation
0 references
Laplace transform
0 references
time of ruin
0 references
