The Markovian regime-switching risk model with a threshold dividend strategy
type: Item
instance of: scholarly article
title: The Markovian regime-switching risk model with a threshold dividend strategy
zbMATH Open document ID: 1163.91438
author: Yi Lu
author: Shuanming Li
published in: Insurance Mathematics \& Economics
publication date: 2009-05-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 5553080
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: integro-differential equation
zbMATH Keywords: present value of dividend payments
zbMATH Keywords: regime-switching model
zbMATH Keywords: threshold dividend strategy
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.04.004
OpenAlex ID: W1987489278
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DOI: 10.1016/J.INSMATHECO.2008.04.004
description: scientific article; zbMATH DE number 5553080