A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475)
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| Language | Label | Description | Also known as |
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| English | A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy |
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A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (English)
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23 June 2014
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discounted dividend payments
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Markov-modulated
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system of integro-differential equations
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threshold dividend strategy
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randomized observation periods
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numerical sinc method
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