The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders (Q2860469)
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: The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders |
scientific article; zbMATH DE number 6230796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders |
scientific article; zbMATH DE number 6230796 |
Statements
19 November 2013
0 references
compound Poisson risk model
0 references
diffusion
0 references
Brownian motion
0 references
threshold dividend strategy
0 references
Gerber-Shiu expected discounted penalty function
0 references
The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders (English)
0 references
