Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy

DOI10.1007/S10255-010-0016-ZzbMATH Open1207.60057OpenAlexW2083098449MaRDI QIDQ601959FDOQ601959

Authors: Wei Wang, Jing-Min He, Rong Wu 

Publication date: 29 October 2010

Published in: Acta Mathematicae Applicatae Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10255-010-0016-z

Recommendations

• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy
• On differentiability of ruin functions under Markov-modulated models
• scientific article; zbMATH DE number 5525889
• The Gerber-Shiu discounted penalty function of Markov-dependent risk model with a constant dividend barrier
• A note on the perturbed compound Poisson risk model with a threshold dividend strategy

zbMATH Keywords

piecewise deterministic Markov processbarrier strategyweak infinitesimal generator

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal Dividends
• Risk theory for the compound Poisson process that is perturbed by diffusion
• A generalized defective renewal equation for the surplus process perturbed by diffusion.
• On the expectation of total discounted operating costs up to default and its applications
• Smoothness of scale functions for spectrally negative Lévy processes
• A decomposition of the ruin probability for the risk process perturbed by diffusion
• Estimates for the Absolute Ruin Probability in the Compound Poisson Risk Model with Credit and Debit Interest
• On the time value of absolute ruin with debit interest
• Ruin estimation for a general insurance risk model
• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
• Martingales and insurance risk
• Title not available (Why is that?)
• On a risk model with debit interest and dividend payments

Cited In (3)

• Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy
• On differentiability of ruin functions under Markov-modulated models
• Title not available (Why is that?)

This page was built for publication: Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q601959)