Omega diffusion risk model with surplus-dependent tax and capital injections
Zhenyu Cui, Duy Nguyen
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Cui, Zhenyu ; Nguyen, Duy |
| Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 68.2016, p. 150-161
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| Subject: | Time-homogeneous diffusion | Azéma-Yor process | Occupation time | Risk model with tax | Omega risk model | Reflected diffusions | Theorie | Theory | Risiko | Risk | Risikomanagement | Risk management | Innovationsdiffusion | Innovation diffusion | Risikomodell | Risk model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.insmatheco.2016.03.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011492639