Some results about the dividend-penalty identity

MaRDI QIDQ2923799zbMATH OpenFDO

Authors Juan Liu

Publication date 3 November 2014

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

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)

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Cited in

(2)

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

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