On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340)
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scientific article; zbMATH DE number 5951827
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| English | On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier |
scientific article; zbMATH DE number 5951827 |
Statements
On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (English)
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29 September 2011
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Gerber-Shiu function
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integro-differential equations
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Laplace transform
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0.9515508
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0.93845046
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0.93157625
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0.92882955
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0.9280316
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0.9232586
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0.9197833
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