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The perturbed compound Poisson risk model with proportional investment - MaRDI portal

The perturbed compound Poisson risk model with proportional investment (Q6178516)

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scientific article; zbMATH DE number 7788846
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The perturbed compound Poisson risk model with proportional investment
scientific article; zbMATH DE number 7788846

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    The perturbed compound Poisson risk model with proportional investment (English)
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    16 January 2024
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    expected discounted dividend payments
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    lognormal distribution
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    proportional investment
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    perturbed risk model
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    sinc numerical method
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