The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders (Q2860469)
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scientific article; zbMATH DE number 6230796
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| English | The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders |
scientific article; zbMATH DE number 6230796 |
Statements
19 November 2013
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compound Poisson risk model
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diffusion
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Brownian motion
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threshold dividend strategy
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Gerber-Shiu expected discounted penalty function
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The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders (English)
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0.9218817949295044
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0.9121527075767516
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0.8930022716522217
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0.8849513530731201
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0.8843133449554443
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