The Markovian regime-switching risk model with a threshold dividend strategy
Year of publication: |
2009
|
---|---|
Authors: | Lu, Yi ; Li, Shuanming |
Published in: |
Insurance / Mathematics & economics. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 44.2009, 2, p. 296-303
|
Subject: | Dividende | Dividend | Markov-Kette | Markov chain | Theorie | Theory | Risikomanagement | Risk management |
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