When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (Q2511333)
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| Language | Label | Description | Also known as |
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| English | When does surplus reach a given target before ruin in the Markov-modulated diffusion model? |
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When does surplus reach a given target before ruin in the Markov-modulated diffusion model? (English)
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5 August 2014
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Markov-modulated diffusion risk model
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expected discounted penalty function
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expected discounted dividend payments
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martingale
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