Ruin probabilities for the phase-type dual model perturbed by diffusion

DOI10.1080/03610926.2020.1737126MaRDI QIDQ5079163

Qi Zhang, Yu Chen, Weiping Zhang, Yujie Liao

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1737126

zbMATH Keywords

diffusion; phase-type distribution; integro-differential equation; ruin probability; expected discounted dividend function

Mathematics Subject Classification ID

62-XX: Statistics

Cites Work

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