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

DOI10.3934/jimo.2019038zbMath1449.91107OpenAlexW2946656908WikidataQ127760001 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 equationGerber-Shiu functiondividend paymentsperiodic observationthreshold-type dividend strategy

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05) Jump processes on discrete state spaces (60J74)

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