A Markov additive risk process with a dividend barrier (Q2837755)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A Markov additive risk process with a dividend barrier |
scientific article; zbMATH DE number 6186888
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Markov additive risk process with a dividend barrier |
scientific article; zbMATH DE number 6186888 |
Statements
11 July 2013
0 references
Markov arrival process
0 references
spectrally negative Lévy process
0 references
phase-type distribution
0 references
exit time
0 references
reflected process
0 references
0 references
0 references
0 references
A Markov additive risk process with a dividend barrier (English)
0 references
