Dividend payments in a perturbed compound Poisson model with stochastic investment and debit interest
UDC 519.21 We consider a compound Poisson insurance risk model perturbed by diffusion with stochastic return on investment and debit interest. If the initial surplus is nonnegative, then the insurance company can invest its surplus in a risky asset and risk-free asset based on a fixed proportion....
Gespeichert in:
| Datum: | 2019 |
|---|---|
| Hauptverfasser: | , , , |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Institute of Mathematics, NAS of Ukraine
2019
|
| Online Zugang: | https://umj.imath.kiev.ua/index.php/umj/article/view/1462 |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Ukrains’kyi Matematychnyi Zhurnal |
| Завантажити файл: |  |