The Markovian regime-switching risk model with constant dividend barrier under absolute ruin
Wenguang Yu; Yujuan Huang
| Year of publication: |
2011
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| Authors: | Yu, Wenguang ; Huang, Yujuan |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 26573775. - Vol. 1.2011, 3, p. 83-89
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| Type of publication: | Article |
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| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10010079595