Absolute ruin problems for the risk processes with interest and a constant dividend barrier

DOI10.1007/s11859-011-0737-8zbMath1249.91062OpenAlexW1985727229MaRDI QIDQ2887503

Hu, Yijun, Haili Yuan, Qian-Qing Qin

Publication date: 1 June 2012

Published in: Wuhan University Journal of Natural Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11859-011-0737-8

zbMATH Keywords

interestdividend paymentcompound Poisson risk modelconstant dividend barrier

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items

The absolute ruin insurance risk model with a threshold dividend strategy

Cites Work

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• Ruin estimates under interest force
• On the time value of absolute ruin with debit interest
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• On the Time Value of Ruin