On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (Q717340)

From MaRDI portal
scientific article
Language Label Description Also known as
English
On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
scientific article

    Statements

    On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier (English)
    0 references
    0 references
    0 references
    0 references
    29 September 2011
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Gerber-Shiu function
    0 references
    integro-differential equations
    0 references
    Laplace transform
    0 references