On a perturbed MAP risk model under a threshold dividend strategy

DOI10.1016/j.jkss.2013.03.004zbMath1294.91074MaRDI QIDQ395923

Publication date: 7 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.03.004

zbMATH Keywords

Markovian arrival process; Gerber-Shiu function; discounted dividend payments; matrix renewal equation; threshold dividend strategy

Mathematics Subject Classification ID

60F10: Large deviations

60K20: Applications of Markov renewal processes (reliability, queueing networks, etc.)

Related Items

Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier, Markov-dependent risk model with multi-layer dividend strategy, The Gerber-Shiu discounted penalty function: a review from practical perspectives

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