Periodic threshold-type dividend strategy in the compound Poisson risk model

DOI10.1080/03461238.2018.1481454zbMath1418.91232OpenAlexW2837723861MaRDI QIDQ4562058

Zhimin Zhang, Eric C. K. Cheung

Publication date: 14 December 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2018.1481454

zbMATH Keywords

compound Poisson modelErlangizationexpected discounted dividendsperiodic dividendsthreshold-type dividend strategy

Mathematics Subject Classification ID

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

Related Items (7)

Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend ⋮ On the dual risk model with diffusion under a mixed dividend strategy ⋮ On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy ⋮ 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 ⋮ Cumulative Parisian ruin in finite and infinite time horizons for a renewal risk process with exponential claims ⋮ Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation

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