Two-sided reflected Markov-modulated Brownian motion with applications to fluid queues and dividend payouts
| Year of publication: |
2011-04
|
|---|---|
| Authors: | D'Auria, Bernardo ; Kella, Offer |
| Institutions: | Departamento de Estadistica, Universidad Carlos III de Madrid |
| Subject: | Markov modulation | Brownian motion | Dividend payout | Two sided reflection |
| Extent: | application/pdf |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009002351