Moments of discounted dividend payments in a risk model with randomized dividend-decision times

DOI10.1007/s11464-016-0609-9zbMath1405.91269MaRDI QIDQ1692711

Zhimin Zhang, Chao-Lin Liu

Publication date: 10 January 2018

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-016-0609-9

zbMATH Keywords

ruin; integro-differential equation; compound Poisson model; moments of discounted dividends

Mathematics Subject Classification ID

45K05: Integro-partial differential equations

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

Related Items

The compound Poisson risk model under a mixed dividend strategy, On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy

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