Absolute ruin problems for the risk processes with interest and a constant dividend barrier
β Scribed by Haili Yuan; Yijun Hu; Qianqing Qin
- Book ID
- 107531592
- Publisher
- Wuhan University
- Year
- 2011
- Tongue
- English
- Weight
- 358 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1007-1202
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## Abstract This paper attempts to study the dividend payments in a compound Poisson surplus process with debit interest. Dividends are paid to the shareholders according to a barrier strategy. An alternative assumption is that business can go on after ruin, as long as it is profitable. When the su
Shiu discounted penalty function Integro-differential equation a b s t r a c t In this paper, we consider the compound Poisson risk model perturbed by diffusion with constant interest and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-g