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Regulated absolute ruin problem with interest structure and linear dividend barrier

โœ Scribed by Manman Li; Zaiming Liu


Book ID
116424503
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
385 KB
Volume
29
Category
Article
ISSN
0264-9993

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โœ Chunwei Wang; Chuancun Yin ๐Ÿ“‚ Article ๐Ÿ“… 2009 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 245 KB

## 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