Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Omega diffusion risk model with surplus-dependent tax and capital injections
scientific article

    Statements

    Omega diffusion risk model with surplus-dependent tax and capital injections (English)
    0 references
    0 references
    0 references
    6 October 2016
    0 references
    0 references
    time-homogeneous diffusion
    0 references
    Azéma-Yor process
    0 references
    occupation time
    0 references
    risk model with tax
    0 references
    omega risk model
    0 references
    reflected diffusions
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references