Optimal Parisian-type dividend payments penalized by the number of claims for the classical and perturbed classical risk process

DOI10.37190/0208-4147.40.1.4zbMath1453.60149OpenAlexW3034929037MaRDI QIDQ5122737

Irmina Czarna, Zbigniew Palmowski, Chunming Zhao, Yanhong Li

Publication date: 24 September 2020

Published in: Probability and Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.37190/0208-4147.40.1.4

zbMATH Keywords

diffusion processclassical risk modelParisian ruindividendnumber of claims

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Markov processes (60J99) Credit risk (91G40)

Related Items (2)

On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ Fluctuation identities for Omega-killed spectrally negative Markov additive processes and dividend problem

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