Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy (Q601959): Difference between revisions

The paper studies the smoothness of certain functions in two kinds of risk models with a barrier dividend strategy. They prove that these functions are continuously differentiable in the first risk model. Using the weak infinitesimal generator method of Markov processes, they also prove that these functions are twice continuously differentiable in the second risk model and satisfy a certain integro-differential equation.