On a risk model with randomized dividend-decision times

DOI10.3934/jimo.2014.10.1041zbMath1282.91164MaRDI QIDQ2438420

Zhimin Zhang

Publication date: 11 March 2014

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

Full work available at URL: https://doi.org/10.3934/jimo.2014.10.1041

zbMATH Keywords

integral equation; Erlang; exponential; Gerber-Shiu function; dividend-decision time; perturbed compound Poisson risk model

Mathematics Subject Classification ID

62P05: Applications of statistics to actuarial sciences and financial mathematics

91G50: Corporate finance (dividends, real options, etc.)

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