supported by the National Natural Science Foundation of China(12361095);the Jiangxi Provincial Natural Science Foundation(20232BAB201028)。
In recent years,the research focus in insurance risk theory has shifted towards multi-type mixed dividend strategies.However,the practical factors and constraints in financial market transactions,such as interest rate...
Supported by the National Natural Science Foundation of China(11701319,11571198).
The spectrally negative Lévy risk model with random observation times is considered in this paper,in which both dividends and capital injections are made at some independent Poisson observation times.Under the absolu...
This study examined the modeling correlation between shareholders dividend and corporate performance in Nigeria.The study employed the ex post-facto research design.To obtain answers on the research questions and to t...
The aim of this study was to investigate the effect of dividend distributions and earnings per share by moderating bank size as measured by its total assets on the stock market value of banks operating in Jordan durin...
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...
Supported by NSFC(Grant Nos.11171101,11271121);Doctoral Fund of Education Ministry of China(Grant No.20104306110001);Graduate Student Research Innovation Project in Hu’nan Province(Grant No.CX2013B215);the Construct Program of the Key Discipline in Hu’nan Province,Science and Technology Program of Hu’nan Province(Grant No.2014FJ3058)
Periodic dividend problem is a meaningful issue. Based on a compound binomial model with periodic dividend, we use a homogeneous, ergodic and irreducible discrete-time Markov chain to express the evolution from one pe...
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...
supported by the NSFC(11171101);Doctoral Fund of Education Ministry of China(20104306110001);the Graduate Research and Innovation Fund of Hunan Province(CX2011B197)
In this paper, a compound binomial model with a constant dividend barrier and random income is considered. Two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the...
The NSF (11201217) of China;the NSF (20132BAB211010) of Jiangxi Province
In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with...
Supported in part by the National Natural Science Foundation of China, the Guangdong Natural Science Foundation (S2011010004511);the Fundamental Research Funds for the Central Universities of China (201120102020005)
In this paper, we consider a compound Poisson risk model with taxes paid according to a loss-carry-forward system and dividends paid under a threshold strategy. First, the closed-form expression of the probability fun...