Perturbed MAP Risk Models with Dividend Barrier Strategies (Q5321766)

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scientific article; zbMATH DE number 5578823
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Perturbed MAP Risk Models with Dividend Barrier Strategies
scientific article; zbMATH DE number 5578823

    Statements

    Perturbed MAP Risk Models with Dividend Barrier Strategies (English)
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    15 July 2009
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    Markovian arrival
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    perturbed process
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    barrier strategy
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    Gerber-Shiu function
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    discounted dividend payment
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