Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves

DOI10.1186/S13662-016-0746-1zbMath1422.91371OpenAlexW2295192472WikidataQ59468071 ScholiaQ59468071MaRDI QIDQ1796728

Dan Peng, Dong-Hai Liu, Zhen Ting Hou

Publication date: 17 October 2018

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-016-0746-1

zbMATH Keywords

moment-generating functioninterestdividend paymentsabsolute ruinliquid reserve

Mathematics Subject Classification ID

Related Items (1)

The absolute ruin insurance risk model with a threshold dividend strategy

Cites Work

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• Dividend payments in the classical risk model under absolute ruin with debit interest
• On the time value of absolute ruin with debit interest
• Ruin estimation for a general insurance risk model
• On Optimal Dividend Strategies In The Compound Poisson Model

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