A note on a Lévy insurance risk model under periodic dividend decisions
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Publication:1716923
DOI10.3934/jimo.2017036zbMath1412.60068OpenAlexW2607433999MaRDI QIDQ1716923
Eric C. K. Cheung, Zhimin Zhang
Publication date: 5 February 2019
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2017036
Lévy insurance risk processGerber-Shiu functionErlangizationmoments of discounted dividendsperiodic dividend decisions
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Related Items (9)
Periodic threshold-type dividend strategy in the compound Poisson risk model ⋮ A perturbed risk model with constant interest and periodic barrier dividend strategy ⋮ On the dual risk model with diffusion under a mixed dividend strategy ⋮ On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy ⋮ Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times ⋮ Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin ⋮ Finite-time dividend problems in a Lévy risk model under periodic observation ⋮ Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation ⋮ Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model
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