Ruin theory for a Markov regime-switching model under a threshold dividend strategy (Q939367)
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scientific article; zbMATH DE number 5315284
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| English | Ruin theory for a Markov regime-switching model under a threshold dividend strategy |
scientific article; zbMATH DE number 5315284 |
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Ruin theory for a Markov regime-switching model under a threshold dividend strategy (English)
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22 August 2008
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Markov regime-switching
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dividend
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ruin probability
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deficit at ruin
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integro-differential equation
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0.905335009098053
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0.836432695388794
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0.8199519515037537
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0.8192108273506165
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0.8189458847045898
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