The compound Poisson risk model with a threshold strategy under constant interest

zbMATH Open1265.91164MaRDI QIDQ2918345FDOQ2918345

Authors: Feiyue He, Xiangzeng Liu, Xingshi He, Wenzhi Zhao, Zhihua Li 

Publication date: 5 October 2012

Published in: Basic Sciences Journal of Textile Universities (Search for Journal in Brave)

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zbMATH Keywords

ruin probabilitydeficit at ruinexpected discounted penalty functionsurplus immediately before ruinintegro-differential function

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80)

Cited In (10)

• The Classical Risk Model with Constant Interest and Threshold Strategy
• The perturbed compound Poisson risk model with constant interest
• The expected discounted penalty function under the compound Poisson risk model with tax payments and a threshold dividend strategy
• The compound Poisson risk model with multiple thresholds
• The Gerber-Shiu discounted penalty function of the compound Poisson risk model with multiple thresholds
• The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
• The compound Poisson risk model with constant interest rate under a threshold dividend strategy -- the joint distribution of three actuarial diagnostics
• A compound Poisson risk model with proportional investment
• The perturbed Poisson risk model with constant interest and a threshold dividend strategy under absolute ruin
• The Compound Poisson Risk Model with Interest and a Threshold Strategy

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