The Markovian regime-switching risk model with constant dividend barrier under absolute ruin
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 |
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