Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
Moments of the discounted dividends in a threshold-typ Markovian risk process - MaRDI portal

Moments of the discounted dividends in a threshold-typ Markovian risk process

From MaRDI portal

Publication:367560

Jump to:navigation, search

zbMath1272.60063MaRDI QIDQ367560

David Landriault, Andrei L. Badescu

Publication date: 16 September 2013

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

phase-type distribution Markovian arrival process threshold level discounted dividends fluid flow processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Reliability and life testing (62N05) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

This page was built for publication: Moments of the discounted dividends in a threshold-typ Markovian risk process

Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Publication:367560&oldid=12240684"