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Moments of the discounted dividends in a threshold-typ Markovian risk process - MaRDI portal

Moments of the discounted dividends in a threshold-typ Markovian risk process (Q367560)

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scientific article; zbMATH DE number 6208428
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Moments of the discounted dividends in a threshold-typ Markovian risk process
scientific article; zbMATH DE number 6208428

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    Moments of the discounted dividends in a threshold-typ Markovian risk process (English)
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    16 September 2013
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    discounted dividends
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    fluid flow processes
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    Markovian arrival process
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    phase-type distribution
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    threshold level
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