Name
Abstract | ||
|---|---|---|
In this paper, we consider a compound Poisson model under a mixed dividend strategy. The mixed dividend strategy is a combination of threshold dividend strategy and periodic dividend strategy. Given a positive threshold level b>0, whenever the surplus process attains the level b, dividends will be paid off continuously at a rate >0. Furthermore, given a sequence of dividend decision times {Zj}j=1, whenever the observed surplus level at Zj is larger than b, the excess value will also be paid off as dividend. We study the expected discounted dividend payments before ruin and the GerberShiu expected discounted penalty function. Some numerical examples are also presented.
|
Year | DOI | Venue |
|---|---|---|
2017 | 10.1016/j.amc.2017.07.048 | Applied Mathematics and Computation |
Keywords | Field | DocType |
Compound Poisson model, Expected discounted dividends, Expected discounted penalty function, Mixed dividend strategy, Ruin | Econometrics,Mathematical optimization,Dividend payout ratio,Actuarial science,Dividend,Poisson regression,Poisson distribution,Periodic graph (geometry),Mathematics,Risk model,Penalty method | Journal |
Volume | ISSN | Citations |
315 | 0096-3003 | 0 |
PageRank | References | Authors |
0.34 | 6 | 2 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Zhimin Zhang | 1 | 54 | 11.10 |
| Xiao Han | 2 | 816 | 75.26 |