scientific article; zbMATH DE number 6130083

MaRDI QIDQ4901642zbMATH OpenFDO

Authors Dong-Hai Liu, Rizhao Gong, Zaiming Liu

Publication date 24 January 2013

zbMATH Keywords

integro-differential equation

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(11)

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• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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• Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
• Dividend payments in a risk model perturbed by diffusion with multiple thresholds
• Dividend payments under the risk model with stochastic premium and constant interest
• The perturbed compound Poisson risk model with linear dividend barrier
• On periodic dividends for the classical risk model with debit interest

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