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The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy - MaRDI portal

The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (Q847166)

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scientific article; zbMATH DE number 5669145
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The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy
scientific article; zbMATH DE number 5669145

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    The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy (English)
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    12 February 2010
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    Brownian motion
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    constant interest
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    threshold dividend strategy
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    discounted dividend payments
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    Gerber-Shiu discounted penalty function
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    integro-differential equation
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