Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (Q5005018)
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scientific article; zbMATH DE number 7378172
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem |
scientific article; zbMATH DE number 7378172 |
Statements
Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem (English)
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4 August 2021
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dividends
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fluctuation theory
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Markov modulation
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omega model
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potential measures
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