On a dual model with a dividend threshold
type: Item
instance of: scholarly article
title: On a dual model with a dividend threshold
zbMATH Open document ID: 1163.91441
published in: Insurance Mathematics \& Economics
publication date: 2009-05-12T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60H30
zbMATH DE Number: 5553083
zbMATH Keywords: ruin theory
zbMATH Keywords: dual risk model
zbMATH Keywords: threshold strategy
zbMATH Keywords: optimal threshold problem
author: Andrew Cheuk-Yin Ng
describes a project that uses: EMpht
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2008.11.011
OpenAlex ID: W2078117089
cites work: On the dual risk model with tax payments
cites work: Optimal dividends in the dual model
cites work: Optimal Dividends in the Dual Model with Diffusion
cites work: Q2716350
cites work: Optimizing venture capital investments in a jump diffusion model
cites work: Q5609896
cites work: Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
cites work: Stochastic Life Annuities
cites work: Games of Economic Survival with Discrete- and Continuous-Income Processes
cites work: Q3868650
cites work: On the Time Value of Ruin
cites work: On optimal dividends: from reflection to refraction
cites work: On Optimal Dividend Strategies In The Compound Poisson Model
cites work: Optimal dividends with incomplete information in the dual model
cites work: Q5592832
cites work: Q5583504
cites work: Ruin Probabilities of a Dual Markov-Modulated Risk Model
DOI: 10.1016/J.INSMATHECO.2008.11.011
Recommended article: ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
Recommended article: Q4980480
Recommended article: On a dual risk model perturbed by diffusion with dividend threshold
Recommended article: Optimal dividends in the dual model
Recommended article: The Optimal Dividend Problem in the Dual Model
Recommended article: Optimal Dividends in the Dual Model with Diffusion
Recommended article: The perturbed dual risk model with constant interest and a threshold dividend strategy
Recommended article: On the optimal dividend problem in the dual model with surplus-dependent premiums
Recommended article: On dividends in the phase–type dual risk model
Recommended article: Optimal dividends in the dual model under transaction costs
description: scientific article; zbMATH DE number 5553083