Compound Poisson risk model with double-threshold dividend strategy

MaRDI QIDQ3640962zbMATH OpenFDO

Authors Heli Gao, Chuancun Yin

Publication date 11 November 2009

zbMATH Keywords

integro-differential equationrenewal equationGerber-Shiu discounted penalty function

Mathematics Subject Classification ID

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

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(6)

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• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
• On two actuarial quantities for the compound Poisson risk model with taxes and a threshold dividend strategy
• The Compound Poisson Risk Model with Interest and a Threshold Strategy

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