Dividend moments for two classes of risk processes with phase-type interclaim times (Q2966062)
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scientific article; zbMATH DE number 6692096
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| English | Dividend moments for two classes of risk processes with phase-type interclaim times |
scientific article; zbMATH DE number 6692096 |
Statements
Dividend moments for two classes of risk processes with phase-type interclaim times (English)
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6 March 2017
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two classes of risk processes
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dividend payments
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moment-generating function
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dividend barrier
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phase-type distribution
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0.8582319617271423
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0.8518502116203308
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0.84659343957901
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0.8363335132598877
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