The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (Q254739)
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scientific article; zbMATH DE number 6552022
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| English | The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds |
scientific article; zbMATH DE number 6552022 |
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The expected discounted penalty function for two classes of risk processes perturbed by diffusion with multiple thresholds (English)
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8 March 2016
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two classes of risk processes
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perturbed process
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Gerber-Shiu penalty function
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multiple thresholds
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phase-type distribution
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0.9301289916038512
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0.871416449546814
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0.8698620200157166
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