On dividends in the phase-type dual risk model (Q4577204)
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scientific article; zbMATH DE number 6904589
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On dividends in the phase-type dual risk model |
scientific article; zbMATH DE number 6904589 |
Statements
On dividends in the phase–type dual risk model (English)
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17 July 2018
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dual risk model
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phase-type distribution
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Lundberg's equations
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ruin probability
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time to ruin
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expected discounted dividends
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0.875241219997406
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0.8677620887756348
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0.8671272397041321
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0.8670268058776855
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0.8631829023361206
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