The dividends problems of ruin in a generalized Erlang(\(n\)) risk process perturbed by diffusion with a constant interest (Q3196154)
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scientific article; zbMATH DE number 6501620
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| English | The dividends problems of ruin in a generalized Erlang(\(n\)) risk process perturbed by diffusion with a constant interest |
scientific article; zbMATH DE number 6501620 |
Statements
28 October 2015
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constant interest rate
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generalized Erlang(\(n\)) risk process
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integro-differential equation
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dividend
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barrier strategy
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0.8725149631500244
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0.8694607615470886
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0.8595708608627319
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0.8584117889404297
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0.8555783033370972
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