Markov-modulated, multi-threshold dual risk model

G. Shija; M.J. Jacob

Year of publication:	2015
Authors:	Shija, G. ; Jacob, M. J.
Published in:	International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 5.2015, 2, p. 183-198
Subject:	Markov-modulated risk model \| constant dividend barrier \| stochastic income \| Gerber-Shiu function \| computational survival probabilities \| integro-differential equation \| Theorie \| Theory \| Risiko \| Risk \| Dividende \| Dividend \| Risikomodell \| Risk model \| Risikomanagement \| Risk management \| Wahrscheinlichkeitsrechnung \| Probability theory \| Finanzmathematik \| Mathematical finance \| Stochastischer Prozess \| Stochastic process

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