Markov-dependent risk model with multi-layer dividend strategy and investment interest under absolute ruin

Bangling Li, Shixia Ma (School of Sciences, Hebei University of Technology, Tianjin, China)

Year of publication:	February 2016
Authors:	Li, Bangling ; Ma, Shixia
Published in:	Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 6.2016, 2, p. 260-268
Subject:	Markov-Dependent Risk Model \| Absolute Ruin \| Multi-Layer Dividend Strategy \| Gerber-Shiu Function \| Investment Interest \| Dividende \| Dividend \| Risiko \| Risk \| Risikomodell \| Risk model \| Theorie \| Theory \| Portfolio-Management \| Portfolio selection \| Risikomanagement \| Risk management

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