Dividend barrier and ruin problems for a risk model with delayed claims

DOI10.1080/03610926.2016.1143010MaRDI QIDQ5349231zbMATH OpenOpenAlexFDO

Authors Jie-hua Xie, Wei Zou

Publication date 23 August 2017

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

Full work available at URL https://doi.org/10.1080/03610926.2016.1143010

zbMATH Keywords

constant dividend barrierdelayed claimsexpected discounted penalty functionintegro-differential equationrisk modelruin problems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial applications of other theories (91G80)

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(10)

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