Dividend payments in the classical risk model under absolute ruin with debit interest

DOI10.1002/asmb.722zbMath1224.91090OpenAlexW4255810333MaRDI QIDQ3077476

Chun-Wei Wang, Chuan-Cun Yin

Publication date: 22 February 2011

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.722

zbMATH Keywords

moment-generating functionclassical risk modeldividend paymentsabsolute ruindebit interestoptimal dividend barrier

Mathematics Subject Classification ID

Corporate finance (dividends, real options, etc.) (91G50)

Related Items (6)

On the expectation of total discounted operating costs up to default and its applications ⋮ On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest ⋮ Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves ⋮ The absolute ruin insurance risk model with a threshold dividend strategy ⋮ Optimal dividend control for a generalized risk model with investment incomes and debit interest ⋮ Strategies for Dividend Distribution: A Review

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