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
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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