Dividend problems with a barrier strategy in the dual risk model until bankruptcy

DOI10.1155/2014/184098zbMath1437.91450OpenAlexW2140001117WikidataQ59050131 ScholiaQ59050131MaRDI QIDQ2336202

Dong-Hai Liu, Zai-Ming Liu

Publication date: 19 November 2019

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

Full work available at URL: https://doi.org/10.1155/2014/184098

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50) Risk models (general) (91B05)

Related Items (3)

Classical and impulse stochastic control on the optimization of dividends with residual capital at bankruptcy ⋮ Sensitivity analysis of some applied probability models ⋮ On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property

Cites Work

• Optimal dividends in the dual model
• On a dual model with a dividend threshold
• Optimal Dividends in the Dual Model with Diffusion
• FROM RUIN TO BANKRUPTCY FOR COMPOUND POISSON SURPLUS PROCESSES
• Optimal dividend strategies in a dual model with capital injections

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