The perturbed dual risk model with constant interest and a threshold dividend strategy

DOI10.1155/2013/981076zbMath1470.91254OpenAlexW2164429035WikidataQ58917846 ScholiaQ58917846MaRDI QIDQ2319336

Fanzi Zeng, Jisheng Xu

Publication date: 16 August 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/981076

Mathematics Subject Classification ID

Integro-partial differential equations (45K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Portfolio theory (91G10)

Uses Software

• Sinc-Pack

Cites Work

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• On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
• Summary of Sinc numerical methods
• A compound Poisson risk model with proportional investment
• Optimizing venture capital investments in a jump diffusion model
• The compound Poisson risk model with a threshold dividend strategy
• Optimal Dividends in the Dual Model with Diffusion
• Ruin Probabilities of a Dual Markov-Modulated Risk Model
• Games of Economic Survival with Discrete- and Continuous-Income Processes

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