On the threshold dividend strategy for a generalized jump-diffusion risk model (Q2276238)
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scientific article; zbMATH DE number 5934653
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| English | On the threshold dividend strategy for a generalized jump-diffusion risk model |
scientific article; zbMATH DE number 5934653 |
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On the threshold dividend strategy for a generalized jump-diffusion risk model (English)
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1 August 2011
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jump-diffusion risk model
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expected discounted penalty function
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threshold dividend strategy
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Wiener-Hopf factorization
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0.8650345802307129
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0.8634052276611328
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0.8601090908050537
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0.859164834022522
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