Ruin probabilities for the phase-type dual model perturbed by diffusion (Q5079163)
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scientific article; zbMATH DE number 7532220
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Ruin probabilities for the phase-type dual model perturbed by diffusion |
scientific article; zbMATH DE number 7532220 |
Statements
Ruin probabilities for the phase-type dual model perturbed by diffusion (English)
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25 May 2022
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phase-type distribution
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diffusion
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ruin probability
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integro-differential equation
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expected discounted dividend function
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