The Erlang (2) risk model with a dividend barrier (Q3405289)
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scientific article; zbMATH DE number 5671374
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|---|---|---|---|
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| English | The Erlang (2) risk model with a dividend barrier |
scientific article; zbMATH DE number 5671374 |
Statements
12 February 2010
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Erlang (2) risk model
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discounted penalty function
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integro-differential equation
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dividend strategy
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0.93407142162323
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0.8982009291648865
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0.8792126178741455
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0.8707960844039917
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