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)

zbMATH Keywords

Brownian motiondiffusioncompound Poisson risk modelthreshold dividend strategyGerber-Shiu expected discounted penalty function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Diffusion processes (60J60)

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(12)

• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
• Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy
• The Gerber-Shiu functions of the double compound Poisson risk process in a threshold dividend strategy
• scientific article; zbMATH DE number 5762675 (Why is no real title available?)
• The perturbed compound Poisson risk model with proportional investment
• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
• Compound Poisson risk model with double-threshold dividend strategy
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy
• Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
• The compound Poisson process perturbed by a diffusion with a threshold dividend strategy
• On a dual risk model perturbed by diffusion with dividend threshold
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy

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