Dividends in finite time horizon

DOI10.1002/asmb.1958MaRDI QIDQ6570564

Rui M. R. Cardoso

Publication date: 10 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

Markov chainsfinite timenumerical algorithmssurplus processdividend payments

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Finite-time dividend-ruin models
• Recursive calculation of finite-time ruin probabilities
• Recursive calculation of finite time ruin probabilities under interest force.
• The compound Poisson risk model with a threshold dividend strategy
• Calculation of finite time ruin probabilities for some risk models
• Analysis of a threshold dividend strategy for a MAP risk model
• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
• Maximizing Dividends without Bankruptcy
• Some Optimal Dividends Problems
• On Optimal Dividend Strategies In The Compound Poisson Model
• Strategies for Dividend Distribution: A Review

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