A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787)
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 5490901
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy |
scientific article; zbMATH DE number 5490901 |
Statements
A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (English)
0 references
14 January 2009
0 references
perturbed risk process
0 references
geometric Brownian motion
0 references
generalized Erlang\((n)\)-distribution
0 references
Gerber-Shiu function
0 references
discounted dividend payments
0 references
0 references
0 references
0 references
0 references
0 references
0.8725149631500244
0 references
0.8691972494125366
0 references
0.8458345532417297
0 references
0.8444506525993347
0 references
0.8429993391036987
0 references
