An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model (Q5139450)
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scientific article; zbMATH DE number 7283253
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model |
scientific article; zbMATH DE number 7283253 |
Statements
An ODE Approach for the Expected Discounted Penalty at Ruin in a Jump-Diffusion Model (English)
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9 December 2020
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jump-diffusion
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expected discounted penalty
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phase-type distribution
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optimal capital structure
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