The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (Q3440846)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion |
scientific article |
Statements
The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (English)
0 references
29 May 2007
0 references
compound Poisson process
0 references
diffusion process
0 references
discount dividend payments
0 references
Gerber-Shiu function
0 references
integro-differential equations
0 references
0 references
0 references
0 references
0 references
0 references
