A hyper-exponential jump-diffusion model under the barrier dividend strategy (Q902399)
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scientific article; zbMATH DE number 6532069
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| English | A hyper-exponential jump-diffusion model under the barrier dividend strategy |
scientific article; zbMATH DE number 6532069 |
Statements
A hyper-exponential jump-diffusion model under the barrier dividend strategy (English)
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15 January 2016
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reflected jump-diffusion process
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barrier strategy
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ruin time
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Gerber-Shiu function
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hyper-exponential distribution
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0.8536450266838074
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0.8450848460197449
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0.8368252515792847
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0.8130298852920532
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