On a perturbed MAP risk model under a threshold dividend strategy

DOI10.1016/j.jkss.2013.03.004zbMath1294.91074OpenAlexW2049522033MaRDI QIDQ395923

Jian-hua Cheng, De-Hui Wang

Publication date: 7 August 2014

Published in: Journal of the Korean Statistical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jkss.2013.03.004

zbMATH Keywords

Markovian arrival processGerber-Shiu functiondiscounted dividend paymentsmatrix renewal equationthreshold dividend strategy

Mathematics Subject Classification ID

Large deviations (60F10) Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20)

Related Items

Markov-dependent risk model with multi-layer dividend strategy ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Analysis of a MAP Risk Model with Stochastic Incomes, Inter-Dependent Phase-Type Claims and a Constant Barrier

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