The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The perturbed Sparre Andersen model with interest and a threshold dividend strategy |
scientific article |
Statements
The perturbed Sparre Andersen model with interest and a threshold dividend strategy (English)
0 references
31 July 2015
0 references
perturbed Sparre Andersen model
0 references
threshold dividend strategy
0 references
diffusion
0 references
Gerber-Shiu function
0 references
moment generating function
0 references
integro-differential equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
