A hyper-exponential jump-diffusion model under the barrier dividend strategy
type: Item
instance of: scholarly article
title: A hyper-exponential jump-diffusion model under the barrier dividend strategy
zbMATH Open document ID: 1340.91045
author: Yinghui Dong
author: Yao Chen
author: Haifei Zhu
published in: Applied Mathematics. Series B (English Edition)
publication date: 2016-01-15T00:00:00Z
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6532069
zbMATH Keywords: reflected jump-diffusion process
zbMATH Keywords: barrier strategy
zbMATH Keywords: ruin time
zbMATH Keywords: Gerber-Shiu function
zbMATH Keywords: hyper-exponential distribution
MaRDI profile type: Publication
full work available at URL: s11766-015-3211-0
OpenAlex ID: W2030155614
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cites work: On exit and ergodicity of the spectrally one-sided Lévy process reflected at its infimum
cites work: On optimality of the barrier strategy for a general Lévy risk process
cites work: The perturbed compound Poisson risk model with two-sided jumps
cites work: On a Classical Risk Model with a Constant Dividend Barrier
DOI: 10.1007/S11766-015-3211-0
description: scientific article; zbMATH DE number 6532069