Optimal dividend payments for a two-dimensional insurance risk process
نویسندگان
چکیده
منابع مشابه
De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process
Consider two insurance companies (or two branches of the same company) that have the same claims and they divide premia in some specified proportions. We model the occurrence of claims according to a Poisson process. The ruin is achieved if the corresponding two-dimensional risk process first leave the positive quadrant. We consider different kinds of linear barriers. We will consider two scena...
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ژورنال
عنوان ژورنال: European Actuarial Journal
سال: 2018
ISSN: 2190-9733,2190-9741
DOI: 10.1007/s13385-018-0182-6