On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

DOI10.1016/j.cam.2013.05.004zbMath1291.91139OpenAlexW2082371214MaRDI QIDQ2252704

Wei Zou, Jianwei Gao, Jie Hua Xie

Publication date: 23 July 2014

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2013.05.004

zbMATH Keywords

dependenceexpected discounted penalty functionrandom incomeoptimal dividend strategyexpected discounted dividend paymentsconstant barrier strategy

Mathematics Subject Classification ID

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