On a dual model with a dividend threshold

DOI10.1016/j.insmatheco.2008.11.011zbMath1163.91441OpenAlexW2078117089MaRDI QIDQ1017775

Publication date: 12 May 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2008.11.011

zbMATH Keywords

ruin theory dual risk model threshold strategy optimal threshold problem

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30)

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