Compound Poisson risk model with double-threshold dividend strategy

zbMATH Open1199.62038MaRDI QIDQ3640962FDOQ3640962

Authors: Heli Gao, Chuancun Yin 

Publication date: 11 November 2009

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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)

Cited In (6)

• 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 a threshold dividend strategy
• On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income
• 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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