Omega model for a jump-diffusion process with a two-step premium rate and a threshold dividend strategy
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Publication:2671224
DOI10.1007/s11009-020-09844-4zbMath1487.62136OpenAlexW3128427529MaRDI QIDQ2671224
Zhifeng Zhao, Zhongqin Gao, Bingbing Wang, Jing-Min He
Publication date: 3 June 2022
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-020-09844-4
diffusioncompound PoissonbankruptcyGerber-Shiu functionthreshold strategydividend paymentsOmega modeltwo-step premium rate
Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05)
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Cites Work
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