Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest

DOI10.1007/s11253-019-01680-1zbMath1435.91159OpenAlexW2986477883WikidataQ126824219 ScholiaQ126824219MaRDI QIDQ2306662

Yanyan Li

Publication date: 24 March 2020

Published in: Ukrainian Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11253-019-01680-1

zbMATH Keywords

stochastic returndebit interestbarrier and threshold dividend strategiescompound Poisson insurance risk model

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items (1)

The perturbed compound Poisson risk model with proportional investment

Cites Work

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