A risk model with paying dividends and random environment
type: Item
instance of: scholarly article
title: A risk model with paying dividends and random environment
zbMATH Open document ID: 1152.91589
author: Bara Kim
author: Hwa-Sung Kim
author: Jeongsim Kim
published in: Insurance Mathematics \& Economics
publication date: 2009-01-28T00:00:00Z
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 5499596
zbMATH Keywords: ruin probability
zbMATH Keywords: dividend
zbMATH Keywords: environment process
zbMATH Keywords: deficit distribution
zbMATH Keywords: QBD (quasi-birth-and-death) process
zbMATH Keywords: phase-type distribution
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2007.08.001
OpenAlex ID: W1981400320
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cites work: Q3923308
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cites work: The compound binomial model with randomized decisions on paying dividends
DOI: 10.1016/J.INSMATHECO.2007.08.001
description: scientific article; zbMATH DE number 5499596