Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (Q2671224)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy |
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Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy (English)
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3 June 2022
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Omega model
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compound Poisson
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diffusion
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threshold strategy
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dividend payments
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Gerber-Shiu function
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bankruptcy
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two-step premium rate
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