On a Fractional Stochastic Risk Model with a Random Initial Surplus and a Multi-Layer Strategy
The paper deals with a fractional time-changed stochastic risk model, including stochastic premiums, dividends and also a stochastic initial surplus as a capital derived from a previous investment. The inverse of a <inline-formula><math xmlns="http://www.w3.org/1998/Math/MathML" d...
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| Format: | Article |
| Language: | English |
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MDPI AG
2022-02-01
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| Series: | Mathematics |
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| Online Access: | https://www.mdpi.com/2227-7390/10/4/570 |