On a doubly reflected risk process with running maximum dependent reflecting barriers
type: Item
instance of: scholarly article
title: On a doubly reflected risk process with running maximum dependent reflecting barriers
zbMATH Open document ID: 1505.91137
author: Wenyuan Wang
author: Ning Wang
author: Mi Chen
published in: Journal of Computational and Applied Mathematics
publication date: 2022-12-09T00:00:00Z
Mathematics Subject Classification ID: 91B05
Mathematics Subject Classification ID: 91G50
Mathematics Subject Classification ID: 60G51
zbMATH DE Number: 7630775
zbMATH Keywords: doubly reflected risk process
zbMATH Keywords: historic record high dependent reflecting barriers
zbMATH Keywords: potential measure
zbMATH Keywords: dividends
zbMATH Keywords: capital injections
MaRDI profile type: Publication
full work available at URL: j.cam.2022.114880
OpenAlex ID: W4306740378
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DOI: 10.1016/J.CAM.2022.114880
description: scientific article; zbMATH DE number 7630775