On the dividends of the risk model with Markovian barrier

DOI10.1080/03610926.2018.1563175OpenAlexW2912286902WikidataQ128429144 ScholiaQ128429144MaRDI QIDQ5077370

Qing-bin Meng, Jun-na Bi

Publication date: 18 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2018.1563175

zbMATH Keywords

numerical examplediffusion processMarkov processproportional dividend

Mathematics Subject Classification ID

Cites Work

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• On Optimal Dividend Strategies In The Compound Poisson Model
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
• Optimal Dividends

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