The compound Poisson risk model under a mixed dividend strategy

DOI10.1016/J.AMC.2017.07.048zbMath1427.91080OpenAlexW2742098542MaRDI QIDQ1740121

Xianqiang Yang

Publication date: 29 April 2019

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

Full work available at URL: https://doi.org/10.1016/j.amc.2017.07.048

zbMATH Keywords

ruincompound Poisson modelexpected discounted penalty functionexpected discounted dividendsmixed dividend strategy

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05) Actuarial mathematics (91G05)

Related Items (4)

A dividend optimization problem with constraint of survival probability in a Markovian environment model ⋮ On the dual risk model with diffusion under a mixed dividend strategy ⋮ The dual risk model under a mixed ratcheting and periodic dividend strategy ⋮ A scale function based approach for solving integral-differential equations in insurance risk models

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