Compound Poisson risk model with double-threshold dividend strategy

MaRDI QIDQ3640962zbMATH OpenFDO

Authors Heli Gao, Chuancun Yin

Publication date 11 November 2009

zbMATH Keywords

Gerber-Shiu discounted penalty functionintegro-differential equationrenewal equation

Mathematics Subject Classification ID

Stochastic processes (60G99) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Cited in

(7)

• The compound Poisson risk model under a mixed dividend strategy
• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
• The compound Poisson risk model with a threshold dividend strategy
• The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders
• The Gerber-Shiu functions of the double compound Poisson risk process in a threshold dividend strategy
• The Compound Poisson Risk Model with Interest and a Threshold Strategy
• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy

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