OPTIMAL DIVIDEND POLICY IN AN INSURANCE COMPANY WITH CONTAGIOUS ARRIVALS OF CLAIMS

Chen, YL; Bian, BJ

Chen, YL (corresponding author), Tongji Univ, Sch Math Sci, Shanghai 200092, Peoples R China.

MATHEMATICAL CONTROL AND RELATED FIELDS, 2021; 11 (1): 1

Abstract

In this paper we consider the optimal dividend problem for an insurance company whose surplus follows a classical Cramer-Lundberg process with a featu......

Full Text Link