Ruin probabilities for the phase-type dual model perturbed by diffusion
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Publication:5079163
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
diffusion; phase-type distribution; integro-differential equation; ruin probability; expected discounted dividend function
62-XX: Statistics
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