The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404)
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 discounted penalty function with multi-layer dividend strategy in the phase-type risk model |
scientific article; zbMATH DE number 6074575
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The discounted penalty function with multi-layer dividend strategy in the phase-type risk model |
scientific article; zbMATH DE number 6074575 |
Statements
The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (English)
0 references
30 August 2012
0 references
gerber
0 references
shiu discounted penalty function
0 references
multi-layer dividend strategy
0 references
integro-differential equation
0 references
phase-type distribution
0 references
0 references
0 references
0 references