On the dual risk model with diffusion under a mixed dividend strategy

DOI10.1016/J.AMC.2020.125115zbMath1488.91096OpenAlexW3008608120MaRDI QIDQ2177679

Ping Chen, Zhang Liu, Hu, Yijun

Publication date: 6 May 2020

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

Full work available at URL: https://doi.org/10.1016/j.amc.2020.125115

zbMATH Keywords

inverse Laplace transformintegro-differential equationruin timedual risk modelmixed dividend strategyexpected present value of dividends

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Actuarial mathematics (91G05)

Related Items (5)

Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes ⋮ The dual risk model under a mixed ratcheting and periodic dividend strategy ⋮ On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ Ruin-related problems in the dual risk model under two different randomized observations ⋮ The perturbed compound Poisson risk model with proportional investment

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