Dividend barrier and ruin problems for a risk model with delayed claims

DOI10.1080/03610926.2016.1143010zbMATH Open1371.60121OpenAlexW2461056161MaRDI QIDQ5349231

Wei Zou, Jie Hua Xie

Publication date: 23 August 2017

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2016.1143010

zbMATH Keywords

integro-differential equationrisk modelexpected discounted penalty functionruin problemsconstant dividend barrierdelayed claims

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Financial applications of other theories (91G80)

Related Items (3)

Simulation methods in ruin models with nonlinear dividend barriers. ⋮ A consistent estimation of optimal dividend strategy in a risk model with delayed claims ⋮ Title not available (Why is that?)

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