The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (Q3077455)
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scientific article; zbMATH DE number 5855549
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| English | The compound Poisson process perturbed by a diffusion with a threshold dividend strategy |
scientific article; zbMATH DE number 5855549 |
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The compound Poisson process perturbed by a diffusion with a threshold dividend strategy (English)
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22 February 2011
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compound Poisson process
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threshold dividend strategy
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integro-differential equation
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Laplace transform
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time of ruin
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0.9106011986732484
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0.8998129963874817
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0.8903730511665344
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0.8707802295684814
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