The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 60H30 / rank | |||
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| Property / zbMATH DE Number: 6074575 / rank | |||
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gerber | |||
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shiu discounted penalty function | |||
| Property / zbMATH Keywords: shiu discounted penalty function / rank | |||
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multi-layer dividend strategy | |||
| Property / zbMATH Keywords: multi-layer dividend strategy / rank | |||
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integro-differential equation | |||
| Property / zbMATH Keywords: integro-differential equation / rank | |||
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phase-type distribution | |||
| Property / zbMATH Keywords: phase-type distribution / rank | |||
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Revision as of 10:56, 30 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discounted penalty function with multi-layer dividend strategy in the phase-type risk model |
scientific article |
Statements
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (English)
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30 August 2012
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gerber
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shiu discounted penalty function
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multi-layer dividend strategy
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integro-differential equation
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phase-type distribution
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