Ruin-related problems in the dual risk model under two different randomized observations-Reference-Cited by-同舟云学术

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Ruin-related problems in the dual risk model under two different randomized observations

Published:2022-03-30 Issue: Volume: Page:1-25
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Deng Yingchun¹²,Hu Kang¹,Huang Ya³,Ou Hui¹,Zhou Jieming¹

Affiliation:

1. MOE-LCSM, School of Mathematics and Statistics, Hunan Normal University, Changsha, Hunan, P.R. China

2. School of International Business, Hunan University of Information Technology, Changsha, Hunan, P.R. China

3. School of Business, Hunan Normal University, Changsha, Hunan, P.R. China

Funder

Natural Science Foundation of Hunan Province

Scientific Research Fund of Hunan Provincial Education Department

Changsha Municipal Natural Science Foundation

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2022.2027450

Reference34 articles.

1. Randomized observation periods for the compound Poisson risk model: the discounted penalty function

2. On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

3. Optimal dividends in the dual model

4. On optimal periodic dividend strategies in the dual model with diffusion

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