On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency

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On a Dual Model with Barrier Strategy

Yuzhen Wen and Chuancun Yin School of Mathematical Sciences, Qufu Normal University, Qufu, Shandong 273165, China Correspondence should be addressed to Yuzhen Wen, [email protected] Received 5 February 2012; Revised 16 April 2012; Accepted 20 April 2012 Academic Editor: Laurent Gosse Copyright q 2012 Y. Wen and C. Yin. This is an open access article distributed under the Creative Commons Attribu...

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ژورنال

عنوان ژورنال: Insurance: Mathematics and Economics

سال: 2013

ISSN: 0167-6687

DOI: 10.1016/j.insmatheco.2012.10.008