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Some results about the dividend-penalty identity

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Publication:2923799
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zbMATH Open1313.91073MaRDI QIDQ2923799FDOQ2923799


Authors: Juan Liu Edit this on Wikidata


Publication date: 3 November 2014

Published in: Journal of Mathematics. Wuhan University (Search for Journal in Brave)





Recommendations

  • On a class of stationary renewal risk model with constant dividend barrier
  • Obtaining the dividends-penalty identities by interpretation
  • On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier
  • The Gerber-Shiu discounted penalty function of Markov-dependent risk model with a constant dividend barrier
  • A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier


zbMATH Keywords

integro-differential equationsdividend paymentsdividend-penalty identity


Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Applications of stochastic analysis (to PDEs, etc.) (60H30)



Cited In (2)

  • Some results behind dividend problems
  • Obtaining the dividends-penalty identities by interpretation





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