Analysis of the ruin time of threshold dividend strategy risk model under stochastic environment

DOI10.16088/J.ISSN.1001-6600.2018.03.008MaRDI QIDQ4624306zbMATH OpenFDO

Authors Yuzhuo Wen, Shengda Tang, Guohe Deng

Publication date 22 February 2019

Full work available at URL https://doi.org/10.16088/J.ISSN.1001-6600.2018.03.008

zbMATH Keywords

finite Markov fluid queueLaplace-Stieltjes transformrisk theoryruin time

Mathematics Subject Classification ID

Laplace transform (44A10)

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(2)

• The absolute ruin risk model with constant interest investment and linear threshold dividend strategy
• Analysis on the ruin time of risk models with phase-type claims under a threshold dividend strategy

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