The absolute ruin insurance risk model with a threshold dividend strategy
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Publication:2333751
DOI10.3390/sym10090377zbMath1425.91236OpenAlexW2891976873MaRDI QIDQ2333751
Yujuan Huang, Chaoran Cui, Wenguang Yu
Publication date: 13 November 2019
Published in: Symmetry (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3390/sym10090377
integro-differential equationsmoment generating functionthreshold dividend strategyabsolute ruindebit interest
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Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend ⋮ On a discrete interaction risk model with delayed claims and randomized dividends ⋮ 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 ⋮ 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 ⋮ Partially observed nonzero-sum differential game of BSDEs with delay and applications
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