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...
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...