✦ LIBER ✦

Analysis of a threshold dividend strategy for a MAP risk model

✍ Scribed by Badescu, Andrei; Drekic, Steve; Landriault, David

Book ID: 115462512
Publisher: Taylor and Francis Group
Year: 2007
Tongue: English
Weight: 228 KB
Volume: 2007
Category: Article
ISSN: 0346-1238
DOI: 10.1080/03461230701396474

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Threshold dividend strategies for a Mark

Threshold dividend strategies for a Markov-additive risk model

✍ Lothar Breuer 📂 Article 📅 2011 🏛 Springer-Verlag 🌐 English ⚖ 335 KB

The Markov-dependent risk model with a t

The Markov-dependent risk model with a threshold dividend strategy

✍ Juan Liu; Jiancheng Xu; Hongchang Hu 📂 Article 📅 2011 🏛 Wuhan University 🌐 English ⚖ 301 KB

Dividend payments with a threshold strat

Dividend payments with a threshold strategy in a Markov-dependent risk model

✍ Juan Liu; Jiancheng Xu; Hongchang Hu 📂 Article 📅 2011 🏛 Wuhan University 🌐 English ⚖ 292 KB

A note on the perturbed compound poisson

A note on the perturbed compound poisson risk model with a threshold dividend strategy

✍ Bo Li; Rong Wu 📂 Article 📅 2009 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 222 KB

A class of delayed renewal risk processe

A class of delayed renewal risk processes with a threshold dividend strategy

✍ Wu-yuan Jiang; Zai-ming Liu 📂 Article 📅 2010 🏛 Institute of Applied Mathematics, Chinese Academy 🌐 English ⚖ 180 KB

The perturbed compound Poisson risk mode

The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy

✍ Shan Gao; Zaiming Liu 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 555 KB

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