Markov-dependent risk model with multi-layer dividend strategy

DOI10.1016/J.AMC.2014.12.016zbMath1338.91082OpenAlexW2021160395MaRDI QIDQ298721

Zhongbao Zhou, Helu Xiao, Yingchun Deng

Publication date: 21 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.amc.2014.12.016

zbMATH Keywords

integro-differential equationGerber-Shiu functionChebyshev polynomial approximation approachMarkov-dependent risk modelmulti-layer dividend strategy

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Integro-ordinary differential equations (45J05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (5)

On the dual risk model with diffusion under a mixed dividend strategy ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ Unnamed Item ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy

Cites Work

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