## Abstract In this paper, we consider the compound Poisson process perturbed by a diffusion in the presence of the soβcalled threshold dividend strategy. Within this framework, we prove the twice continuous differentiability of the expected discounted value of all dividends until ruin. We also der
β¦ LIBER β¦
Optimal dividend strategies in a double compound poisson risk process
β Scribed by Shijun Li; Ruixing Ming; Longsheng Huang
- Book ID
- 107531580
- Publisher
- Wuhan University
- Year
- 2011
- Tongue
- English
- Weight
- 296 KB
- Volume
- 16
- Category
- Article
- ISSN
- 1007-1202
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