A dependent binary dual model under the threshold strategy perturbed by diffusion

MaRDI QIDQ3196152zbMATH OpenFDO

Authors Jinle Zhou, Chuanyu Wang, Shana Hu

Publication date 28 October 2015

zbMATH Keywords

Laplace transformdual risk modelintegral-differential equationthreshold dividend strategy

Mathematics Subject Classification ID

Credit risk (91G40)

Recommendations

• On a class of dual model with diffusion
• Threshold dividend strategy for the compound Poisson model perturbed by diffusion
• On a dual risk model perturbed by diffusion with dividend threshold
• The perturbed dual risk model with constant interest and a threshold dividend strategy
• On a dual model with a dividend threshold

Cited in

(1)

• On a class of dual model with diffusion

This page was built for publication: A dependent binary dual model under the threshold strategy perturbed by diffusion

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3196152)