Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (Q2258090)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy |
scientific article |
Statements
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy (English)
0 references
2 March 2015
0 references
jump-diffusion risk process
0 references
expected discounted dividends
0 references
ruin time
0 references
integro-differential equation
0 references
Laplace transform
0 references
barrier strategy
0 references
0 references
0 references
0 references
0 references
