Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest

DOI10.1080/15326340601142271zbMath1291.91105MaRDI QIDQ3444706

Rong Wu, Ying Fang

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

zbMATH Keywords

confluent hypergeometric function; constant interest force; threshold strategy; compound Poisson risk model; Kummer's confluent hypergeometric equation

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

Related Items

Optimality of the threshold dividend strategy for the compound Poisson model, On the classical risk model with credit and debit interests under absolute ruin, Alternative approach to the optimality of the threshold strategy for spectrally negative Lévy processes, Optimal dividend strategies in discrete risk model with capital injections, Dividend payments in the classical risk model under absolute ruin with debit interest, A Constant Interest Risk Model with Tax Payments, The Compound Poisson Risk Model with Interest and a Threshold Strategy

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