A model about insurer with dividend and irregularly checking surplus

DOI10.3969/J.ISSN.1001-4268.2017.02.002zbMATH Open1389.91043MaRDI QIDQ3131124FDOQ3131124

Fang Jin, Xiaoyun Mo, Xiangqun Yang

Publication date: 29 January 2018

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zbMATH Keywords

Markov chainruin timeconstant dividend barrierdiscounted valueMarkov observation

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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