Dividend problems in the dual model with diffusion and exponentially distributed observation time

DOI10.1016/J.SPL.2014.01.017MaRDI QIDQ2452891zbMATH OpenOpenAlexFDO

Authors Zhenlong Chen, Xiao Liu

Publication date 5 June 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2014.01.017

zbMATH Keywords

ruinbarrier strategydividend

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cites work

• Dividend problems in the dual risk model with exponentially distributed observation time
• Optimal Dividends in the Dual Model with Diffusion
• Optimal dividends in the dual model
• Optimality results for dividend problems in insurance
• Randomized onservation periods for the compound Poisson risk model: dividends
• Strategies for dividend distribution: a review
• The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
• The optimal dividend barrier in the gamma-omega model

Cited in

(10)

• Dividend problems in the diffusion model with interest and exponentially distributed observation time
• A perturbed risk model with constant interest and periodic barrier dividend strategy
• Barrier dividend problem in a diffusion risk model with Erlang (2) distributed observation time
• Dividend problems in the dual risk model with exponentially distributed observation time
• Dividend problems for finite time interval in the classical risk model
• On a periodic dividend problem in Brownian motion models with investment
• The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time
• scientific article; zbMATH DE number 5631012 (Why is no real title available?)
• Time-inconsistent view on a dividend problem with penalty
• Dividend payments in the dual model with Erlang (\(n\)) distributed observation times

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