Report

The Markovian regime-switching risk model with a threshold dividend strategy

Yi Lu, Shuanming Li

Insurance: Mathematics and Economics | ELSEVIER SCIENCE BV | Published : 2009

DOI: 10.1016/j.insmatheco.2008.04.004

University of Melbourne Researchers

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27Web of Science
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Keywords

Gerber-Shiu Function
Physical Sciences
Business & Economics
Mathematics
Science & Technology
Regime-Switching Model
Ruin
Mathematical Methods in Social Sciences
Present Value of Dividend Payments
Economics
Social Sciences
Integro-Differential Equation
Statistics & Probability
Social Sciences, Mathematical Methods
Threshold Dividend Strategy
Mathematics, Interdisciplinary Applications