The phase-type risk model perturbed by diffusion under a threshold dividend strategy (Q1945987)
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scientific article; zbMATH DE number 6155027
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The phase-type risk model perturbed by diffusion under a threshold dividend strategy |
scientific article; zbMATH DE number 6155027 |
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The phase-type risk model perturbed by diffusion under a threshold dividend strategy (English)
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17 April 2013
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diffusion
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dividend payments
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threshold dividend strategy
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integro-differential equation
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rational family
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phase-type distribution
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0.93363935
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0.9293812
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0.9249729
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0.9235618
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0.9207545
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0.9178623
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0.9153635
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