Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
type: Item
instance of: scholarly article
title: Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
zbMATH Open document ID: 1183.91077
author: Ning Wan
published in: Insurance Mathematics \& Economics
publication date: 2007-05-23T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 45J05
Mathematics Subject Classification ID: 60K05
Mathematics Subject Classification ID: 60K10
zbMATH DE Number: 5156672
zbMATH Keywords: compound Poisson model
zbMATH Keywords: diffusion
zbMATH Keywords: threshold strategy
zbMATH Keywords: dividend payments
zbMATH Keywords: Gerber-Shiu discounted penalty function
zbMATH Keywords: ruin related functionals
MaRDI profile type: Publication
full work available at URL: j.insmatheco.2006.08.002
OpenAlex ID: W2059034365
cites work: Controlled diffusion models for optimal dividend pay-out
cites work: The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
cites work: Risk theory for the compound Poisson process that is perturbed by diffusion
cites work: Q5637709
cites work: On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
cites work: Optimal Dividends
cites work: On Optimal Dividend Strategies In The Compound Poisson Model
cites work: On optimal dividends: from reflection to refraction
cites work: The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
cites work: The compound Poisson risk model with a threshold dividend strategy
cites work: Optimization of the flow of dividends
cites work: Some distributions for classical risk process that is perturbed by diffusion
DOI: 10.1016/J.INSMATHECO.2006.08.002
description: scientific article; zbMATH DE number 5156672