On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
type: Item
instance of: scholarly article
title: On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
zbMATH Open document ID: 1354.91081
author: Mi Chen
author: Kam Pui Wat
author: Kam Chuen Yuen
published in: Journal of Computational and Applied Mathematics
publication date: 2016-12-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J20
zbMATH DE Number: 6668800
zbMATH Keywords: expected penalty function
zbMATH Keywords: dividend
zbMATH Keywords: generating function
zbMATH Keywords: recursive formula
zbMATH Keywords: semi-Markov risk model
MaRDI profile type: Publication
full work available at URL: j.cam.2016.07.024
OpenAlex ID: W2503464622
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DOI: 10.1016/J.CAM.2016.07.024
description: scientific article; zbMATH DE number 6668800