A risk model with paying dividends and random environment (Q998288)
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scientific article; zbMATH DE number 5499596
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A risk model with paying dividends and random environment |
scientific article; zbMATH DE number 5499596 |
Statements
A risk model with paying dividends and random environment (English)
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28 January 2009
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ruin probability
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dividend
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environment process
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deficit distribution
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QBD (quasi-birth-and-death) process
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phase-type distribution
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0.8310245871543884
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0.8222582936286926
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0.8180078268051147
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0.8106046915054321
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0.8013695478439331
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