Moments of discounted dividend payments in a risk model with randomized dividend-decision times

Zhang, ZM; Liu, CL

Liu, CL (reprint author), Chongqing Univ, Coll Math & Stat, Chongqing 401331, Peoples R China.

FRONTIERS OF MATHEMATICS IN CHINA, 2017; 12 (2): 493

Abstract

We consider a perturbed compound Poisson risk model with randomized dividend-decision times. Different from the classical barrier dividend strategy, t......

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