Articles with "classes risk" as a keyword



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Two classes of risk model with diffusion and multiple thresholds: the discounted dividends

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Published in 2018 at "Hacettepe Journal of Mathematics and Statistics"

DOI: 10.15672/hjms.2018.602

Abstract: In this paper, we consider the present value of total dividends until ruin in a perturbed risk model with two independent classes of risks under multiple thresholds, in which both of the two inter-claim times… read more here.

Keywords: classes risk; two classes; model diffusion; multiple thresholds ... See more keywords