A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
type: Item
instance of: scholarly article
title: A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy
zbMATH Open document ID: 1289.91074
author: Xu Chen
author: Ting Xiao
author: Xiangqun Yang
published in: Insurance Mathematics \& Economics
publication date: 2014-06-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J60
zbMATH DE Number: 6306778
zbMATH Keywords: discounted dividend payments
zbMATH Keywords: Markov-modulated
zbMATH Keywords: system of integro-differential equations
zbMATH Keywords: threshold dividend strategy
zbMATH Keywords: randomized observation periods
zbMATH Keywords: numerical sinc method
describes a project that uses: Sinc-Pack
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2013.11.004
OpenAlex ID: W2040480995
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DOI: 10.1016/J.INSMATHECO.2013.11.004
description: scientific article; zbMATH DE number 6306778