scientific article; zbMATH DE number 7809950

DOI10.3969/j.issn.1001-4268.2023.05.006MaRDI QIDQ6121722

Jin-e Zhao, Guihong Wang, Ming Li, Li Zeng

Publication date: 27 February 2024

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

confluent hypergeometric functionconstant interestcumulative dividend payments

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Sums of independent random variables; random walks (60G50) Foundations of stochastic processes (60G05)

Cites Work

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• The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
• Optimal dividends in the dual model
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• Risk process with random income
• Statistical estimation for some dividend problems under the compound Poisson risk model
• Optimal Dividends in the Dual Model with Diffusion
• Some Optimal Dividends Problems

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