A markov-modulated risk model with transaction costs and threshold dividend strategy
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Publication:6171882
DOI10.1080/03610918.2021.1887231OpenAlexW3133289279MaRDI QIDQ6171882
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Publication date: 18 July 2023
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610918.2021.1887231
transaction costsdiscounted dividend paymentsdelay integro-differential equationssinc numerical methods
Cites Work
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