Moments of discounted dividend payments in a risk model with randomized dividend-decision times

DOI10.1007/S11464-016-0609-9zbMath1405.91269OpenAlexW2552187280MaRDI QIDQ1692711

Zhimin Zhang, Chao-Lin Liu

Publication date: 10 January 2018

Published in: Frontiers of Mathematics in China (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11464-016-0609-9

zbMATH Keywords

ruinintegro-differential equationcompound Poisson modelmoments of discounted dividends

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

Related Items (2)

On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy ⋮ The compound Poisson risk model under a mixed dividend strategy

Cites Work

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• Optimal Dividends

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