Periodic threshold-type dividend strategy in the compound Poisson risk model
Author:
Affiliation:
1. School of Risk and Actuarial Studies, UNSW Business School, University of New South Wales, Sydney, NSW Australia
2. College of Mathematics and Statistics, Chongqing University, Chongqing, People's Republic of China
Funder
Research Grants Council of the Hong Kong Special Administrative Region
National Natural Science Foundation of China
MOE
Fundamental Research Funds for the Central Universities
Publisher
Informa UK Limited
Subject
Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability
Link
https://www.tandfonline.com/doi/pdf/10.1080/03461238.2018.1481454
Reference36 articles.
1. Optimal dividend-payout in random discrete time
2. Randomized observation periods for the compound Poisson risk model: the discounted penalty function
3. A Risk Model with an Observer in a Markov Environment
4. Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
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