On a dual model with barrier strategy

DOI10.1155/2012/343794zbMath1244.91096OpenAlexW2166973777WikidataQ58906703 ScholiaQ58906703MaRDI QIDQ442880

Yuzhen Wen, Chuan-Cun Yin

Publication date: 6 August 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/343794

zbMATH Keywords

Erlang\((n)\) risk model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Credit risk (91G40)

Related Items (2)

Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes ⋮ On dividends in the phase–type dual risk model

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