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Dividend Payments in a Perturbed Compound Poisson Model with Stochastic Investment and Debit Interest

Lu, YH; Li, YF

Lu, YH (reprint author), Qufu Normal Univ, Sch Stat, Jining, Shandong, Peoples R China.

UKRAINIAN MATHEMATICAL JOURNAL, 2019; 71 (5): 718

Abstract

We consider a compound Poisson insurance risk model perturbed by diffusion with stochastic return on investment and debit interest. If the initial sur......

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