Search Results - subject:"Dual Risk Model"

Fahim, Arash; Zhu, Lingjiong - In: Risks : open access journal 11 (2023) 2, pp. 1-29

Dual risk models are popular for modeling a venture capital or high-tech company, for which the running cost is deterministic and the profits arrive stochastically over time. Most of the existing literature on dual risk models concentrates on the optimal dividend strategies. In this paper, we...

Persistent link: https://www.econbiz.de/10014245631

On the profitability of selfish blockchain mining under consideration of ruin

Albrecher, Hansjörg; Goffard, Pierre-Olivier - In: Operations research 70 (2022) 1, pp. 179-200

Persistent link: https://www.econbiz.de/10012820652

Numerical ruin probability in the dual risk model with risk-free investments

Loke, Sooie-Hoe; Thomann, Enrique - In: Risks 6 (2018) 4, pp. 1-13

In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is …

Persistent link: https://www.econbiz.de/10011996643

Numerical ruin probability in the dual risk model with risk-free investments

Loke, Sooie-Hoe; Thomann, Enrique - In: Risks : open access journal 6 (2018) 4, pp. 1-13

In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is …

Persistent link: https://www.econbiz.de/10011906144

Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs

Avanzi, Benjamin; Lau, Hayden; Wong, Bernard - In: Insurance / Mathematics & economics 93 (2020), pp. 315-332

Persistent link: https://www.econbiz.de/10012294138

The dual risk model with dividends taken at arrival

Boxma, Onno; Frostig, Esther - In: Insurance / Mathematics & economics 83 (2018), pp. 83-92

Persistent link: https://www.econbiz.de/10011944101

On the dual risk model with Parisian implementation delays in dividend payments

Cheung, Eric C. K.; Wong, Jeff T. Y. - In: European journal of operational research : EJOR 257 (2017) 1, pp. 159-173

Persistent link: https://www.econbiz.de/10011639371

On dividends in the phase-type dual risk model

Bergel, Agnieszka I.; Rodríguez-Martínez, Eugenio V.; … - In: Scandinavian actuarial journal (2017) 9, pp. 761-784

Persistent link: https://www.econbiz.de/10011848663

Optimal dividends in the dual risk model under a stochastic interest rate

Cheng, Zailei - In: International journal of financial engineering 4 (2017) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10011673118

Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences

Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan - In: Insurance / Mathematics & economics 67 (2016), pp. 27-37

Persistent link: https://www.econbiz.de/10011457145

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