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On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains - MaRDI portal

On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (Q3569716)

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On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains
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    On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains (English)
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    21 June 2010
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    ruin theory
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    dual risk model
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    phase-type distribution
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    dividend strategy
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    upcrossing and downcrossing probabilities
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