On a risk model with debit interest and dividend payments

DOI10.1016/j.spl.2008.02.021zbMath1169.62089OpenAlexW2008659798MaRDI QIDQ951191

Ming Zhou, Kam-Chuen Yuen, Jun-Yi Guo

Publication date: 30 October 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.02.021

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

Smoothness of certain functions in two kinds of risk models with a barrier dividend strategy, Optimality of the threshold dividend strategy for the compound Poisson model, Ruin probabilities of a bidimensional risk model with investment, On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest, Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves, The compound Poisson process perturbed by a diffusion with a threshold dividend strategy, Dividend payments in the classical risk model under absolute ruin with debit interest, Optimal dividend control for a generalized risk model with investment incomes and debit interest, Strategies for Dividend Distribution: A Review

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