On the dual risk model with diffusion under a mixed dividend strategy

Author:

Liu Zhang,Chen Ping,Hu Yijun

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference39 articles.

1. On exact solutions for dividend strategies of threshold and linear barrier type in a Sparre Andersen model;Albrecher;ASTIN Bull. J. IAA,2007

2. Randomized observation periods for the compound Poisson risk model: dividends;Albrecher;ASTIN Bull. J. IAA,2011

3. Exit identities for Lévy processes observed at Poisson arrival times;Albrecher;Bernoulli,2016

4. Optimal dividend-payout in random discrete time;Albrecher;Stat. Risk Model. Appl. Financ. Insur.,2011

5. Controlled diffusion models for optimal dividend pay-out;Asmussen;Insur. Math. Econ.,1997

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1. On the dual risk model with Parisian implementation delays under a mixed dividend strategy;Probability in the Engineering and Informational Sciences;2023-01-09

2. Spectrally negative Lévy risk model under mixed ratcheting-periodic dividend strategies;Communications in Statistics - Simulation and Computation;2022-07-15

3. Ruin-related problems in the dual risk model under two different randomized observations;Communications in Statistics - Theory and Methods;2022-03-30

4. A Review of Research on Dividends of Dual Models;Advances in Applied Mathematics;2022

5. The dual risk model under a mixed ratcheting and periodic dividend strategy;Communications in Statistics - Theory and Methods;2021-10-13

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