Periodic threshold-type dividend strategy in the compound Poisson risk model
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Publication:4562058
DOI10.1080/03461238.2018.1481454zbMath1418.91232OpenAlexW2837723861MaRDI QIDQ4562058
Zhimin Zhang, Eric C. K. Cheung
Publication date: 14 December 2018
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.2018.1481454
compound Poisson modelErlangizationexpected discounted dividendsperiodic dividendsthreshold-type dividend strategy
Related Items (7)
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend ⋮ On the dual risk model with diffusion under a mixed dividend strategy ⋮ On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy ⋮ On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ Ruin-related problems in the dual risk model under two different randomized observations ⋮ Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims ⋮ Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation
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