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The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy
Joint Authors
Source
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-9, 9 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-11-17
Country of Publication
Egypt
No. of Pages
9
Main Subjects
Abstract EN
We consider the perturbed dual risk model with constant interest and a threshold dividend strategy.
Firstly, we investigate the moment-generation function of the present value of total dividends until ruin.
Integrodifferential equations with certain boundary conditions are derived for the present value of total dividends.
Furthermore, using techniques of sinc numerical methods, we obtain the approximation results to the expected present value of total dividends.
Finally, numerical examples are presented to show the impact of interest on the expected present value of total dividends and the absolute ruin probability.
American Psychological Association (APA)
Zeng, Fanzi& Xu, Jisheng. 2013. The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy. Abstract and Applied Analysis،Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-513269
Modern Language Association (MLA)
Zeng, Fanzi& Xu, Jisheng. The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy. Abstract and Applied Analysis No. 2013 (2013), pp.1-9.
https://search.emarefa.net/detail/BIM-513269
American Medical Association (AMA)
Zeng, Fanzi& Xu, Jisheng. The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy. Abstract and Applied Analysis. 2013. Vol. 2013, no. 2013, pp.1-9.
https://search.emarefa.net/detail/BIM-513269
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-513269