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 2657377-5. - Vol. 1.2011, 3, p. 83-89
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| Subject: | Dividende | Dividend | Markov-Kette | Markov chain | Theorie | Theory | Risiko | Risk | Finanzmathematik | Mathematical finance | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10009668520