Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest

DOI10.1080/15326340601142271MaRDI QIDQ3444706zbMATH OpenOpenAlexFDO

Authors Ying Fang, Rong Wu

Publication date 4 June 2007

Published in Stochastic Models (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15326340601142271

zbMATH Keywords

compound Poisson risk modelconfluent hypergeometric functionconstant interest forceKummer's confluent hypergeometric equationthreshold strategy

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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Cites work

• Controlled diffusion models for optimal dividend pay-out
• scientific article; zbMATH DE number 3863589 (Why is no real title available?)
• scientific article; zbMATH DE number 3671542 (Why is no real title available?)
• scientific article; zbMATH DE number 158461 (Why is no real title available?)
• scientific article; zbMATH DE number 3272022 (Why is no real title available?)
• scientific article; zbMATH DE number 3333061 (Why is no real title available?)
• On optimal dividends: from reflection to refraction
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• Some Optimal Dividends Problems

Cited in

(24)

• Optimal dividend payout under compound Poisson income
• Optimal dividend of compound Poisson process under a stochastic interest rate
• On the classical risk model with credit and debit interests under absolute ruin
• Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes
• Optimal dividend policies for compound Poisson processes: the case of bounded dividend rates
• The perturbed Sparre Andersen model with interest and a threshold dividend strategy
• Optimal dividend strategies in discrete risk model with capital injections
• The optimal dividend strategy in the perturbed compound Poisson risk model with investment
• Maximization of T-A objective functions for risk models with constant interest force
• Dividend payments in the classical risk model under absolute ruin with debit interest
• A constant interest risk model with tax payments
• scientific article; zbMATH DE number 7234964 (Why is no real title available?)
• scientific article; zbMATH DE number 5717345 (Why is no real title available?)
• The Compound Poisson Risk Model with Interest and a Threshold Strategy
• Optimal dividend policies for piecewise-deterministic compound Poisson risk models
• Dividend optimization for general diffusions with restricted dividend payment rates
• scientific article; zbMATH DE number 6873852 (Why is no real title available?)
• Optimal dividend strategies for a compound Poisson process under transaction costs and power utility
• Review of statistical actuarial risk modelling
• On optimal dividend strategies in the compound Poisson model
• Authors' reply: ``On optimal dividend strategies in the compound Poisson model, discussion by Eric C. K. Cheung
• Strategies for dividend distribution: a review
• Optimality of the threshold dividend strategy for the compound Poisson model
• Computing two actuarial quantities under multilayer dividend strategy with a constant interest rate: based on Sinc methods

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