The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (Q1942188)
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scientific article; zbMATH DE number 6145911
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process |
scientific article; zbMATH DE number 6145911 |
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The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process (English)
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18 March 2013
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Sparre Andersen risk model
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phase-type inter-claim times
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maximum surplus before ruin
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expected present value of dividends
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barrier dividend strategy
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diffusion
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integro-differential equation
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