The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (Q3395759)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model |
scientific article |
Statements
The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (English)
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13 September 2009
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Markov-modulated risk model
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expected discounted penalty function
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maximum surplus before ruin
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maximum severity of ruin
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dividends-penalty identity
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