Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (Q882477)
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 5156672
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion |
scientific article; zbMATH DE number 5156672 |
Statements
Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion (English)
0 references
23 May 2007
0 references
compound Poisson model
0 references
diffusion
0 references
threshold strategy
0 references
dividend payments
0 references
Gerber-Shiu discounted penalty function
0 references
ruin related functionals
0 references
0 references
0.9218817949295044
0 references
0.9200905561447144
0 references
0.9129058718681335
0 references
0.9081990122795104
0 references
