Dividend problems for finite time interval in the classical risk model

DOI10.3969/J.ISSN.1001-4268.2019.02.007MaRDI QIDQ5198291zbMATH OpenFDO

Authors Cuilian Wang, Xiao Liu

Publication date 2 October 2019

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2019.02.007

zbMATH Keywords

classical risk modeldividendfinite time intervalLaplace transformStehfest method

Mathematics Subject Classification ID

Laplace transform (44A10) Actuarial mathematics (91G05) Corporate finance (dividends, real options, etc.) (91G50)

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Cited in

(6)

• The dividend problem with a finite horizon
• Dividend problems in the diffusion model with interest and exponentially distributed observation time
• Dividend problems in the dual risk model with exponentially distributed observation time
• scientific article; zbMATH DE number 5631012 (Why is no real title available?)
• On periodic dividends for the classical risk model with debit interest
• Finite-time dividend-ruin models

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