Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
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Publication:3444706
DOI10.1080/15326340601142271zbMath1291.91105OpenAlexW2004708480MaRDI QIDQ3444706
Publication date: 4 June 2007
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/15326340601142271
confluent hypergeometric functionconstant interest forcethreshold strategycompound Poisson risk modelKummer's confluent hypergeometric equation
Related Items (12)
A Constant Interest Risk Model with Tax Payments ⋮ Optimal dividend policies for piecewise-deterministic compound Poisson risk models ⋮ Dividend optimization for general diffusions with restricted dividend payment rates ⋮ Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes ⋮ Optimality of the threshold dividend strategy for the compound Poisson model ⋮ On the classical risk model with credit and debit interests under absolute ruin ⋮ The perturbed Sparre Andersen model with interest and a threshold dividend strategy ⋮ Dividend payments in the classical risk model under absolute ruin with debit interest ⋮ Review of statistical actuarial risk modelling ⋮ The Compound Poisson Risk Model with Interest and a Threshold Strategy ⋮ Optimal dividend strategies in discrete risk model with capital injections ⋮ Strategies for Dividend Distribution: A Review
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