Stationary distribution of the surplus in a risk model with dividends and reinvestments (Q892877)
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scientific article; zbMATH DE number 6507992
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| English | Stationary distribution of the surplus in a risk model with dividends and reinvestments |
scientific article; zbMATH DE number 6507992 |
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Stationary distribution of the surplus in a risk model with dividends and reinvestments (English)
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12 November 2015
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risk model
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stationary distribution
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surplus process
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level crossing argument
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impulse control
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0.7769291400909424
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0.7640753984451294
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0.7637068033218384
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0.7535862326622009
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0.7524272203445435
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