Omega diffusion risk model with surplus-dependent tax and capital injections (Q320287)
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scientific article; zbMATH DE number 6633925
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| English | Omega diffusion risk model with surplus-dependent tax and capital injections |
scientific article; zbMATH DE number 6633925 |
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Omega diffusion risk model with surplus-dependent tax and capital injections (English)
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6 October 2016
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time-homogeneous diffusion
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Azéma-Yor process
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occupation time
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risk model with tax
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omega risk model
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reflected diffusions
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0.7912352681159973
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0.7857806086540222
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0.7811422944068909
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0.7788185477256775
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0.7708904147148132
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