On optimality of the barrier strategy for the classical risk model with interest

DOI10.1007/S10255-011-0041-6zbMath1217.91088OpenAlexW2169851668MaRDI QIDQ628629

Ying Fang, Rong Wu

Publication date: 14 March 2011

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

Full work available at URL: https://doi.org/10.1007/s10255-011-0041-6

zbMATH Keywords

barrier strategyoptimal dividend strategy

Mathematics Subject Classification ID

Related Items (2)

The perturbed compound Poisson risk model with proportional investment ⋮ Optimal dividend strategy in compound binomial model with bounded dividend rates

Cites Work

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• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
• Some Optimal Dividends Problems
• Optimal Dividends
• On the Time Value of Ruin

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