Expected present value of total dividends in a compound binomial model with delayed claims and random income
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Publication:462198
DOI10.1016/S0252-9602(13)60111-3zbMath1313.60138MaRDI QIDQ462198
Hui Ou, Jie-Ming Zhou, Xiang-Qun Yang, Xiao-yun Mo
Publication date: 3 November 2014
Published in: Acta Mathematica Scientia. Series B. (English Edition) (Search for Journal in Brave)
Applications of statistics to actuarial sciences and financial mathematics (62P05) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28)
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