Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy
Joint Authors
Source
Journal of Applied Mathematics
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-7, 7 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-08-11
Country of Publication
Egypt
No. of Pages
7
Main Subjects
Abstract EN
The paper studies the dual risk model with a barrier strategy under the concept of bankruptcy, in which one has a positive probability to continue business despite temporary negative surplus.
Integrodifferential equations for the expectation of the discounted dividend payments and the probability of bankruptcy are derived.
Moreover, when the gain size distribution is exponential, explicit solutions for the expected dividend payments and the bankruptcy probability are obtained for constant bankruptcy rate function.
It also provided some numerical examples to illustrate the applications of the explicit solutions.
American Psychological Association (APA)
Liu, Donghai& Liu, Zaiming. 2014. Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy. Journal of Applied Mathematics،Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-452660
Modern Language Association (MLA)
Liu, Donghai& Liu, Zaiming. Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy. Journal of Applied Mathematics No. 2014 (2014), pp.1-7.
https://search.emarefa.net/detail/BIM-452660
American Medical Association (AMA)
Liu, Donghai& Liu, Zaiming. Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy. Journal of Applied Mathematics. 2014. Vol. 2014, no. 2014, pp.1-7.
https://search.emarefa.net/detail/BIM-452660
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-452660