Asymptotic analysis for optimal dividends in a dual risk model

DOI10.1080/15326349.2022.2080709zbMath1504.91250arXiv1601.03435OpenAlexW3122147546MaRDI QIDQ5044430

Arash Fahim, Lingjiong Zhu

Publication date: 31 October 2022

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

Full work available at URL: https://arxiv.org/abs/1601.03435

zbMATH Keywords

asymptotic analysisdual risk model

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Actuarial mathematics (91G05)

Cites Work

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• SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL

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