DIVIDENDS

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Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin被引量：1
《Applied Mathematics(A Journal of Chinese Universities)》2020年第3期349-358,共10页DONG Hua ZHAO Xiang-hua 
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...
关键词：Spectrally negative Lévy risk model Randomized observation Barrier dividend Capital injection Absolute ruin 
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 
On the Expected Present Value of Total Dividends in a Risk Model with Potentially Delayed Claims
《Communications in Mathematical Research》2013年第3期193-202,共10页Xie Jie-hua Zou Wei Wang De-hui 
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...
关键词：compound binomial model delayed claim DIVIDEND expected present value 
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