On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238): Difference between revisions
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Revision as of 23:24, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the threshold dividend strategy for a generalized jump-diffusion risk model |
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On the threshold dividend strategy for a generalized jump-diffusion risk model (English)
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1 August 2011
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jump-diffusion risk model
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expected discounted penalty function
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threshold dividend strategy
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Wiener-Hopf factorization
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