On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains (Q3569716)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5723980
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains |
scientific article; zbMATH DE number 5723980 |
Statements
On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (English)
0 references
21 June 2010
0 references
ruin theory
0 references
dual risk model
0 references
phase-type distribution
0 references
dividend strategy
0 references
upcrossing and downcrossing probabilities
0 references
0 references
0.8631829023361206
0 references
0.8158536553382874
0 references
0.8000800013542175
0 references
0.7994413375854492
0 references
0.7966843247413635
0 references
