The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181)

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scientific article; zbMATH DE number 7532232
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    The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier
    scientific article; zbMATH DE number 7532232

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      The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (English)
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      25 May 2022
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      two-sided jumps
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      dividend
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      expected discounted penalty function
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      defective renewal equation
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      moments of the discounted dividend payments
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