The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (Q5079181)
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scientific article; zbMATH DE number 7532232
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier |
scientific article; zbMATH DE number 7532232 |
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The Erlang(<i>n</i>) risk model with two-sided jumps and a constant dividend barrier (English)
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25 May 2022
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two-sided jumps
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dividend
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expected discounted penalty function
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defective renewal equation
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moments of the discounted dividend payments
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