The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds |
scientific article |
Statements
The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (English)
0 references
8 March 2016
0 references
two classes of risk processes
0 references
perturbed process
0 references
Gerber-Shiu penalty function
0 references
multiple thresholds
0 references
phase-type distribution
0 references
0 references
0 references
0 references
0 references
