The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders
zbMATH Open1289.91104MaRDI QIDQ2860469FDOQ2860469
Authors: Hui Ou, Jieming Zhou, Xiaoyun Mo, Xiangqun Yang 
Publication date: 19 November 2013
Published in: Journal of Natural Science of Hunan Normal University (Search for Journal in Brave)
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Brownian motiondiffusioncompound Poisson risk modelthreshold dividend strategyGerber-Shiu expected discounted penalty function
Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60)
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- Title not available (Why is that?)
- A note on the perturbed compound Poisson risk model with a threshold dividend strategy
- The Gerber-Shiu functions of the double compound Poisson risk process in a threshold dividend strategy
- The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
- On a dual risk model perturbed by diffusion with dividend threshold
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- Compound Poisson risk model with double-threshold dividend strategy
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