Errata for ‘Optimal dividend control for a generalized risk model with investment incomes and debit interest’ online version
نویسندگان
چکیده
منابع مشابه
Optimal dividend control for a generalized risk model with investment incomes and debit interest
This paper investigates dividend optimization of an insurance corporation under a more realistic model which takes into consideration refinancing or capital injections. The model follows the compound Poisson framework with credit interest for positive reserve, and debit interest for negative reserve. Ruin occurs when the reserve drops below the critical value. The company controls the dividend ...
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15 صفحه اولOptimal Dividend Problem for a Compound Poisson Risk Model
In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in which the counting process is a generalized Poisson process. This model includes the classical risk model and the Pólya-Aeppli risk model as special cases. The objective is to find a dividend policy so as to maximize the ...
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ژورنال
عنوان ژورنال: Scandinavian Actuarial Journal
سال: 2013
ISSN: 0346-1238,1651-2030
DOI: 10.1080/03461238.2012.760254