Choi, Michael C.H.; Cheung, Eric C.K. - In: Insurance: Mathematics and Economics 59 (2014) C, pp. 121-132
In this paper, we further extend the insurance risk model in Albrecher et al. (2011b), who proposed to only intervene in the compound Poisson risk process at the discrete time points {Lk}k=0∞ where the event of ruin is checked and dividend decisions are made. In practice, an insurance company...