A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (Q2378787)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy |
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A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy (English)
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14 January 2009
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perturbed risk process
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geometric Brownian motion
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generalized Erlang\((n)\)-distribution
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Gerber-Shiu function
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discounted dividend payments
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