Results 161 to 170 of about 5,829 (199)

Optimal reinsurance in a compound Poisson risk model with dependence

Journal of Applied Mathematics and Computing, 2017
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Wei Wei, Zhibin Liang, Kam Chuen Yuen
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The compound Poisson risk model with a threshold dividend strategy

Insurance: Mathematics and Economics, 2006
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Lin, X. Sheldon, Pavlova, Kristina P.
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Optimal Dividend Payment and Regime Switching in a Compound Poisson Risk Model

SIAM Journal on Control and Optimization, 2015
Summary: We study a mixed singular control/optimal stopping problem for an insurance company. The manager has the possibility of switching among several regimes; in each of the regimes, the uncontrolled surplus of the company evolves as a different compound Poisson process with drift.
Azcue, Pablo, Muler, Nora
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Optimal dividend payment problems in piecewise-deterministic compound Poisson risk models

2012 IEEE 51st IEEE Conference on Decision and Control (CDC), 2012
This work deals with an optimal dividend payment problem for a piecewise-deterministic compound Poisson insurance risk model. The objective is to maximize the expected discounted dividend payout up to the time of ruin. When the dividend payment rate is restricted, the value function is shown to be a solution of the corresponding Hamilton-Jacobi-Bellman
Runhuan Feng, Shuaiqi Zhang, Chao Zhu
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The Compound Poisson Risk Model with Interest and a Threshold Strategy

Stochastic Models, 2009
We consider the compound Poisson risk model with a constant force of interest and a threshold strategy. Under such a strategy, no dividends are paid if the insurer's surplus is below a certain threshold level. When the surplus is above the threshold level, part of the premium income and all of the interest income are paid out as dividends.
Haili Yuan, Yijun Hu
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Statistical estimation for some dividend problems under the compound Poisson risk model

Insurance: Mathematics and Economics, 2020
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Jiayi Xie, Zhimin Zhang
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Notes on discrete compound Poisson model with applications to risk theory

Insurance: Mathematics and Economics, 2014
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Zhang, Huiming, Liu, Yunxiao, Li, Bo
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The perturbed compound Poisson risk model with multi-layer dividend strategy

Statistics & Probability Letters, 2009
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Yang, Hu, Zhang, Zhimin
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On a compound Poisson risk model with delayed claims and random incomes

Applied Mathematics and Computation, 2011
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Hao, Yuanyuan, Yang, Hu
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Absolute ruin in the compound Poisson risk model with constant dividend barrier

Statistics & Probability Letters, 2008
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Yuan, Haili, Hu, Yijun
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