The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion (Q2885990)
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scientific article; zbMATH DE number 6040823
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| English | The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion |
scientific article; zbMATH DE number 6040823 |
Statements
1 June 2012
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generalized Erlang (\(n\)) distribution
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maximum surplus before ruin
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\(K_m\) distribution
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integro-differential equation
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threshold dividend strategy
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The maximum surplus before ruin in a generalized Erlang \((n)\) risk process perturbed by diffusion (English)
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0.959665298461914
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0.9262717366218568
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0.8982692956924438
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0.8934749364852905
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