Discounted penalty function for a thinning risk model with dividend

zbMATH Open1349.91130MaRDI QIDQ2993142FDOQ2993142

Authors: Jie Chen, Yuhua Lü 

Publication date: 10 August 2016

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zbMATH Keywords

Laplace transformintegro-differential equationexpected discounted penalty functionbarrier dividend

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
• On the Gerber-Shiu function and optimal dividend strategy for a thinning risk model

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