Dividend Payments in a Risk Model Perturbed by Diffusion with Multiple Thresholds
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Publication:5746995
DOI10.1080/07362994.2013.819784zbMath1280.62118OpenAlexW3121314936MaRDI QIDQ5746995
Publication date: 11 February 2014
Published in: Stochastic Analysis and Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07362994.2013.819784
integro-differential equationsphase-type distributionmultiple thresholdsperturbed processdividend payments
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for integral equations, integral transforms (65R99)
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Cites Work
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- The Gerber-Shiu penalty functions for two classes of renewal risk processes
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- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
- Some Optimal Dividends Problems
- Perturbed MAP Risk Models with Dividend Barrier Strategies
- The Time Value of Ruin in a Sparre Andersen Model
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