Moments of the discounted dividends in a threshold-typ Markovian risk process
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Publication:367560
zbMath1272.60063MaRDI QIDQ367560
David Landriault, Andrei L. Badescu
Publication date: 16 September 2013
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
phase-type distribution; Markovian arrival process; threshold level; discounted dividends; fluid flow processes
62P05: Applications of statistics to actuarial sciences and financial mathematics
62N05: Reliability and life testing
60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)
