On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (Q843170)
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scientific article; zbMATH DE number 5608853
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| English | On a perturbed Sparre Andersen risk model with multi-layer dividend strategy |
scientific article; zbMATH DE number 5608853 |
Statements
On a perturbed Sparre Andersen risk model with multi-layer dividend strategy (English)
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29 September 2009
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Sparre Andersen risk model
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multi-layer dividend strategy
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discounted penalty function
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defective renewal equation
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0.9112337827682496
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0.9039979577064514
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0.8829587697982788
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0.8713015913963318
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