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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....

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Bibliographic Details
Date:	2019
Main Authors:	Li, Y. F., Lu, Y. H., Лі, Я. Ф., Лю, Я. Х.
Format:	Article
Language:	English
Published:	Institute of Mathematics, NAS of Ukraine 2019
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/1462
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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