The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The phase-type risk model perturbed by diffusion under a threshold dividend strategy |
scientific article |
Statements
The phase-type risk model perturbed by diffusion under a threshold dividend strategy (English)
0 references
17 April 2013
0 references
diffusion
0 references
dividend payments
0 references
threshold dividend strategy
0 references
integro-differential equation
0 references
rational family
0 references
phase-type distribution
0 references
