Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates

Liu, YY; Liu, ZY; Liu, GX

Liu, GX (reprint author), Hebei Univ Technol, Sch Sci, Tianjin 300401, Peoples R China.

SCANDINAVIAN ACTUARIAL JOURNAL, 2020; 2020 (2): 128

Abstract

This paper concerns the optimal dividend problem with bounded dividend rate for Sparre Andersen risk model. The analytic characterizations of admissib......

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