Dividend problems in the dual risk model

We consider the compound Poisson dual risk model, dual to the well known classical risk model for insurance applications, where premiums are regarded as costs and claims are viewed as profits. The surplus can be interpreted as a venture capital like the capital of an economic activity involved in research and development. Like most authors, we consider an upper dividend barrier so that we model the gains of the capital and its return to the capital holders.

MoreLess

Year of publication:	2013
Authors:	Afonso, Lourdes B. ; Cardoso, Rui M.R. ; Egídio dos Reis, Alfredo D.
Published in:	Insurance: Mathematics and Economics. - Elsevier, ISSN 0167-6687. - Vol. 53.2013, 3, p. 906-918
Publisher:	Elsevier
Subject:	Dual risk model \| Classical risk model \| Ruin probabilities \| Dividend probabilities \| Discounted dividends \| Dividend amounts \| Number of dividends

Online Resource

Check full text access |

More access options

Check Google Scholar

In libraries world-wide (WorldCat)

In German libraries (KVK)

subito order

I need help

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011046626