Probability Density Function of a Non-profit Fund Surplus Under Hysteresis Surplus Control

DOI10.1007/978-3-319-13671-4_29zbMath1329.91069OpenAlexW341969318MaRDI QIDQ3463570

Konstantin Yakimovich, Alexey Shkurkin, Klimentii Livshits

Publication date: 19 January 2016

Published in: Communications in Computer and Information Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13671-4_29

zbMATH Keywords

hysteresis controldistribution density of fund's capitalnon-profit fundsmall premium load

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• The compound Poisson risk model with multiple thresholds
• On a dual model with a dividend threshold
• The dividend function in the jump-diffusion dual model with barrier dividend strategy

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