The maximum surplus before ruin and related problems in a jump-diffusion renewal risk process

DOI10.1007/s10114-011-9427-xzbMath1268.91085MaRDI QIDQ1942188

Chun-sheng Zhang, Shan-shan Wang

Publication date: 18 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-011-9427-x

zbMATH Keywords

diffusion; integro-differential equation; Sparre Andersen risk model; barrier dividend strategy; expected present value of dividends; maximum surplus before ruin; phase-type inter-claim times

Mathematics Subject Classification ID

60G15: Gaussian processes

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

Related Items

The maximum surplus before ruin for two classes of perturbed risk model, On a perturbed MAP risk model under a threshold dividend strategy

Cites Work

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