On the dividends of the risk model with Markovian barrier (Q5077370)
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 7528846
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the dividends of the risk model with Markovian barrier |
scientific article; zbMATH DE number 7528846 |
Statements
On the dividends of the risk model with Markovian barrier (English)
0 references
18 May 2022
0 references
proportional dividend
0 references
diffusion process
0 references
Markov process
0 references
numerical example
0 references
0 references
0 references
0 references
0 references
0.8452683091163635
0 references
0.8388813138008118
0 references
0.837264358997345
0 references
0.8364494442939758
0 references
0.8335580229759216
0 references
