The Markovian regime-switching risk model with a threshold dividend strategy (Q1017771)
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scientific article; zbMATH DE number 5553080
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| English | The Markovian regime-switching risk model with a threshold dividend strategy |
scientific article; zbMATH DE number 5553080 |
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The Markovian regime-switching risk model with a threshold dividend strategy (English)
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12 May 2009
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Gerber-Shiu function
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integro-differential equation
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present value of dividend payments
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regime-switching model
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threshold dividend strategy
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0.905335009098053
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0.862653911113739
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0.8542184233665466
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0.8526458740234375
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0.8520047068595886
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