A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (Q2015475)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6306778
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy |
scientific article; zbMATH DE number 6306778 |
Statements
A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy (English)
0 references
23 June 2014
0 references
discounted dividend payments
0 references
Markov-modulated
0 references
system of integro-differential equations
0 references
threshold dividend strategy
0 references
randomized observation periods
0 references
numerical sinc method
0 references
0 references
0 references
0 references
0 references
0.839979350566864
0 references
0.8381310105323792
0 references
0.8184422850608826
0 references
0.8179047107696533
0 references
0.8164684772491455
0 references
