Complete monotonicity of the probability of ruin and de Finetti's dividend problem

DOI10.1007/s11424-012-9042-7zbMath1259.91072OpenAlexW2059796878MaRDI QIDQ1761396

Hua Dong, Chuan-Cun Yin

Publication date: 15 November 2012

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-9042-7

zbMATH Keywords

log-convexityclassical risk modeloptimal dividend problemcomplete monotonicityperturbed classical risk modelBarrier strategy

Mathematics Subject Classification ID

Related Items (7)

Some monotonicity properties and inequalities for the generalized digamma and polygamma functions ⋮ Complete monotonicity related to the \(k\)-polygamma functions with applications ⋮ Monotonicity, concavity, and inequalities related to the generalized digamma function ⋮ Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model ⋮ Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income ⋮ Complete monotonicity and inequalities related to generalized \(k\)-gamma and \(k\)-polygamma functions ⋮ Complete monotonicity of some functions involving k-digamma function with application

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