The deficit at ruin in the Sparre Andersen model with interest
โ Scribed by Zhen-Hua Bao; Zhong-Xing Ye
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 166 KB
- Volume
- 23
- Category
- Article
- ISSN
- 1598-5865
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
In this paper, we consider a Sparre Andersen model perturbed by diffusion with generalized Erlang(n)-distributed inter-claim times and a threshold dividend strategy. Integro-differential equations with certain boundary conditions for the moment-generation function and the mth moment of the present v
## 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