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

DOI10.1016/J.SPL.2014.01.017zbMath1331.91101OpenAlexW2045601902MaRDI QIDQ2452891

Zhen Long 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)

Related Items (2)

A perturbed risk model with constant interest and periodic barrier dividend strategy ⋮ The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time

Cites Work

• The optimal dividend barrier in the gamma-omega model
• Optimal dividends in the dual model
• Dividend problems in the dual risk model with exponentially distributed observation time
• Randomized observation periods for the compound Poisson risk model: Dividends
• Optimal Dividends in the Dual Model with Diffusion
• The dilemma between dividends and safety and a generalization of the Lundberg-Cramér formulas
• Strategies for Dividend Distribution: A Review
• Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

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