A note on the perturbed compound Poisson risk model with a threshold dividend strategy
type: Item
instance of: scholarly article
title: A note on the perturbed compound Poisson risk model with a threshold dividend strategy
zbMATH Open document ID: 1187.62159
author: N. E. Zubov
published in: Acta Mathematicae Applicatae Sinica. English Series
publication date: 2010-01-18T00:00:00Z
review text: The authors consider the perturbed compound Poisson risk model with a threshold dividend strategy. In the context of this model, they state integro-differential equations for Gerber-Shiu functions and discounted dividend payments functions. The main contribution of the article is in deriving boundary conditions to solve these equations.
reviewed by: Pavel Stoynov
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 60G99
Mathematics Subject Classification ID: 60J99
Mathematics Subject Classification ID: 45K05
Mathematics Subject Classification ID: 60J75
zbMATH DE Number: 5659755
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: expected discounted payments function
zbMATH Keywords: integro-differential equations
MaRDI profile type: Publication
full work available at URL: s10255-007-7016-7
OpenAlex ID: W2065702931
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DOI: 10.1007/S10255-007-7016-7
description: scientific article; zbMATH DE number 5659755