Analysis of a threshold dividend strategy for a MAP risk model (Q3608224)
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scientific article; zbMATH DE number 5520710
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| English | Analysis of a threshold dividend strategy for a MAP risk model |
scientific article; zbMATH DE number 5520710 |
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Analysis of a threshold dividend strategy for a MAP risk model (English)
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28 February 2009
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Sparre Andersen risk model
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phase-type distribution
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Markovian arrival process
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Laplace-Stieltjes transform
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correlated claims
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surplus process
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fluid queues
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0.8823917508125305
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0.8465842008590698
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0.8258373141288757
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0.8184495568275452
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0.8178285956382751
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