Some optimal dividend problems for a surplus process with interest

MaRDI QIDQ5230034zbMATH OpenFDO

Authors

Publication date 20 August 2019

zbMATH Keywords

compound Poissondividend barrierdividend problemintegro-differentialpresent value of dividend payments

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cited in

(3)

• On optimal dividend payments and related problems
• Dividend payments in the classical risk model under absolute ruin with debit interest
• Some Optimal Dividends Problems

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