The perturbed compound Poisson risk model with multi-layer dividend strategy

DOI10.1016/J.SPL.2008.07.017zbMath1169.62358OpenAlexW2004284384MaRDI QIDQ2518955

Hu Yang, Zhimin Zhang

Publication date: 21 January 2009

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

Full work available at URL: https://doi.org/10.1016/j.spl.2008.07.017

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Integro-ordinary differential equations (45J05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (14)

Markov-dependent risk model with multi-layer dividend strategy ⋮ On a perturbed Sparre Andersen risk model with multi-layer dividend strategy ⋮ The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy ⋮ On the discounted penalty function in a perturbed Erlang renewal risk model with dependence ⋮ On a risk model with random incomes and dependence between claim sizes and claim intervals ⋮ On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ On the Gerber-Shiu function for a risk model with multi-layer dividend strategy ⋮ The perturbed compound Poisson risk model with linear dividend barrier ⋮ Ruin probabilities of a bidimensional risk model with investment ⋮ The compound Poisson risk model with dependence under a multi-layer dividend strategy ⋮ On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy ⋮ On a multi-threshold compound Poisson process perturbed by diffusion ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy

Cites Work

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