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

DOI10.3934/jimo.2019038zbMath1449.91107WikidataQ127760001 ScholiaQ127760001MaRDI QIDQ2190324

Xuanhua Peng, Zhimin Zhang, Wen Su

Publication date: 18 June 2020

Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/jimo.2019038

zbMATH Keywords

integro-differential equation; Gerber-Shiu function; dividend payments; periodic observation; threshold-type dividend strategy

Mathematics Subject Classification ID

45K05: Integro-partial differential equations

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

91G05: Actuarial mathematics

60J74: Jump processes on discrete state spaces

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