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Ruin probabilities for the phase-type dual model perturbed by diffusion
Volume: 50, Issue: 23, Pages: 5634 - 5651
Published: Mar 13, 2020
Abstract
In risk theory, ruin probabilities and dividend strategies have drawn lots of attentions. The dual risk model assumes that the surplus process decreases at a constant rate over time and gains by...
Paper Details
Title
Ruin probabilities for the phase-type dual model perturbed by diffusion
Published Date
Mar 13, 2020
Volume
50
Issue
23
Pages
5634 - 5651
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