Dividend problems in the dual model with diffusion and exponentially distributed observation time
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Publication:2452891
DOI10.1016/J.SPL.2014.01.017zbMATH Open1331.91101OpenAlexW2045601902MaRDI QIDQ2452891FDOQ2452891
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
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Cites Work
- Optimal Dividends in the Dual Model with Diffusion
- Optimal dividends in the dual model
- Randomized onservation periods for the compound Poisson risk model: dividends
- Strategies for dividend distribution: a review
- The optimal dividend barrier in the gamma-omega model
- Optimality results for dividend problems in insurance
- The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
- Dividend problems in the dual risk model with exponentially distributed observation time
Cited In (10)
- Dividend problems in the dual risk model with exponentially distributed observation time
- Dividend payments in the dual model with Erlang (\(n\)) distributed observation times
- Title not available (Why is that?)
- Barrier dividend problem in a diffusion risk model with Erlang (2) distributed observation time
- Time-inconsistent view on a dividend problem with penalty
- The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time
- Dividend problems in the diffusion model with interest and exponentially distributed observation time
- Dividend problems for finite time interval in the classical risk model
- A perturbed risk model with constant interest and periodic barrier dividend strategy
- On a periodic dividend problem in Brownian motion models with investment
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