The perturbed Sparre Andersen model with a threshold dividend strategy

DOI10.1016/j.cam.2007.08.015zbMath1221.91030MaRDI QIDQ939541

Chuan-Cun Yin, Heli Gao

Publication date: 22 August 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2007.08.015

zbMATH Keywords

Gerber-Shiu function; threshold dividend strategy; surplus process; ruin process

Mathematics Subject Classification ID

45K05: Integro-partial differential equations

91G10: Portfolio theory

Related Items

Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds, On a perturbed Sparre Andersen risk model with dividend barrier and dependence, The perturbed compound Poisson risk model with linear dividend barrier, On a perturbed Sparre Andersen risk model with multi-layer dividend strategy, The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy, A class of delayed renewal risk processes with a threshold dividend strategy, A renewal jump-diffusion process with threshold dividend strategy, The phase-type risk model perturbed by diffusion under a threshold dividend strategy, An optimal dividend strategy in the discrete Sparre Andersen model with bounded dividend rates, On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence, On a perturbed by diffusion compound Poisson risk model with delayed claims and multi-layer dividend strategy, The perturbed Sparre Andersen model with interest and a threshold dividend strategy

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