The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404)
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scientific article; zbMATH DE number 6074575
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| English | The discounted penalty function with multi-layer dividend strategy in the phase-type risk model |
scientific article; zbMATH DE number 6074575 |
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The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (English)
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30 August 2012
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gerber
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shiu discounted penalty function
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multi-layer dividend strategy
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integro-differential equation
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phase-type distribution
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0.9052032828330994
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0.8933365941047668
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0.8739462494850159
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0.8687285780906677
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0.8666079044342041
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