DIVIDENDS

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Moments of discounted dividend payments in a risk model with randomized dividend-decision times被引量：2
《Frontiers of Mathematics in China》2017年第2期493-513,共21页Zhimin ZHANG Chaolin LIU 
Acknowledgements The author would like to thank the anonymous referees for valuable suggestions which significantly improved the paper. This work was supported by the National Natural Science Foundation of China （Grant No. 11471058）, the Natural Science Foundation Project of CQ CSTC of China （Grant No. cste2014jcyjA00007）, the MOE （Ministry of Education in China） Project of Humanities and Social Sciences （Grant No. 16YJC910005）, and the Fundamental Research Funds for the Central Universities （Grant No. 106112015CD- JXY100006）.
We consider a perturbed compound Poisson risk model with randomized dividend-decision times. Different from the classical barrier dividend strategy, the insurance company makes decision on whether or not paying off di...
关键词：Moments of discounted dividends compound Poisson model integro-differential equation RUIN 
Differentiability of dividends function on jump-diffusion risk process with a barrier dividend strategy
《Frontiers of Mathematics in China》2014年第5期1073-1088,共16页Yuhua LU Rong WU 
Acknowledgements This work was supported by the National Natural Science Foundation of China （Grant No. 11171179）.
We consider a dividends model with a stochastic jump perturbed by diffusion. First, we prove that the expected discounted dividends function is twice continuously differentiable under the condition that the claim dist...
关键词：Expected discounted dividends ruin time integro-differentialequation Laplace transform barrier strategy 
Optimization of risk policy and dividends with fixed transaction costs under interest rate被引量：1
《Frontiers of Mathematics in China》2012年第4期795-811,共17页Xin ZHANG Min SONG 
The first author was supported by the National Natural Science Foundation of China （Grant Nos. 11001139, 11171164） and the Specialized Research Fund for the Doctoral Program of Higher Education （Grant No. 20100031120002）. The second author was supported by the National Natural Science Foundation of China （Grant No. 11101225）.
In this paper, we consider the dividend optimization problem for a financial corporation with transaction costs. Besides the dividend control, the financial corporation takes proportional reinsurance to reduce risk an...
关键词：Mixed classical-impulse control impulse control DIVIDENDS quasivariational inequality transaction costs 
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