The perturbed compound Poisson risk model with proportional investment

DOI10.1007/S10255-024-1102-YzbMATH Open1530.91597MaRDI QIDQ6178516FDOQ6178516

Authors: Nai-dan Deng, Chunwei Wang, Jia-en Xu 

Publication date: 16 January 2024

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

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zbMATH Keywords

lognormal distributionperturbed risk modelproportional investmentexpected discounted dividend paymentssinc numerical method

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Corporate finance (dividends, real options, etc.) (91G50) Integro-ordinary differential equations (45J05)

Cites Work

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