| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5054855 | Economic Modelling | 2013 | 10 Pages |
Abstract
⺠We consider a perturbed compound Poisson risk model with investment and debit interests. ⺠Dividends are paid to the shareholders according to a threshold dividend strategy. ⺠We distinguish ruin probability from absolute ruin probability. ⺠Numerical example is given to illustrate the effect of the related parameters.
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Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Wenguang Yu,