The Compound Poisson Risk Model with Interest and a Threshold Strategy

DOI10.1080/15326340902869846zbMath1181.91108OpenAlexW2084175307MaRDI QIDQ3643185

Hu, Yijun, Haili Yuan

Publication date: 10 November 2009

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340902869846

zbMATH Keywords

ruin timecompound Poisson risk modelthreshold dividend strategyGerber-Shiu penalty

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

Related Items (3)

Optimal investment strategies for an insurer with liquid constraint ⋮ Optimal investment for an insurer under liquid reserves ⋮ The perturbed Sparre Andersen model with interest and a threshold dividend strategy

Cites Work

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