An extension of Paulsen-Gjessing's risk model with stochastic return on investments (Q2443226)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of Paulsen-Gjessing's risk model with stochastic return on investments |
scientific article |
Statements
An extension of Paulsen-Gjessing's risk model with stochastic return on investments (English)
0 references
4 April 2014
0 references
Paulsen-Gjessing's risk model
0 references
stochastic return on investments
0 references
integro-differential equation
0 references
Doléans-Dade exponential
0 references
Gerber-Shiu function
0 references
dividends
0 references
0 references
0 references
0 references
0 references
0 references
0 references
