Stationary distribution of the surplus in a risk model with dividends and reinvestments

DOI10.1016/j.jkss.2015.01.005zbMath1327.60142MaRDI QIDQ892877

Eui Yong Lee, Sunggon Kim

Publication date: 12 November 2015

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.2015.01.005

zbMATH Keywords

stationary distribution; impulse control; risk model; surplus process; level crossing argument

Mathematics Subject Classification ID

60G10: Stationary stochastic processes

60J25: Continuous-time Markov processes on general state spaces

Cites Work

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