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A renewal jump-diffusion process with threshold dividend strategy - MaRDI portal

A renewal jump-diffusion process with threshold dividend strategy (Q1019768)

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scientific article; zbMATH DE number 5559028
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English
A renewal jump-diffusion process with threshold dividend strategy
scientific article; zbMATH DE number 5559028

    Statements

    A renewal jump-diffusion process with threshold dividend strategy (English)
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    28 May 2009
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    phase-type distribution
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    fluid flow
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    Markov
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    matrix equation
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    Identifiers