On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains (Q3569716)
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scientific article; zbMATH DE number 5723980
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| 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)
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21 June 2010
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ruin theory
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dual risk model
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phase-type distribution
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dividend strategy
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upcrossing and downcrossing probabilities
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0.8631829023361206
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0.8158536553382874
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0.8000800013542175
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0.7994413375854492
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0.7966843247413635
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