On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (Q843167)
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: On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy |
scientific article; zbMATH DE number 5608850
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy |
scientific article; zbMATH DE number 5608850 |
Statements
On the expected discounted penalty functions for two classes of risk processes under a threshold dividend strategy (English)
0 references
29 September 2009
0 references
generalized Erlang risk process
0 references
Gerber-Shiu discounted penalty function
0 references
integro-differential equations
0 references
renewal equation
0 references
threshold dividend strategy
0 references
Dickson-Hipp operator
0 references
0 references
0 references
0 references
0 references