The Markov additive risk process under an Erlangized dividend barrier strategy (Q292342)

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scientific article; zbMATH DE number 6590023
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The Markov additive risk process under an Erlangized dividend barrier strategy
scientific article; zbMATH DE number 6590023

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    The Markov additive risk process under an Erlangized dividend barrier strategy (English)
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    8 June 2016
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    Markov additive process
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    barrier strategy
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    inter-dividend-decision times
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    Gerber-Shiu function
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    dividends
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    Markov renewal equation
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    Erlangization
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