Article ID Journal Published Year Pages File Type
5054978 Economic Modelling 2012 7 Pages PDF
Abstract
► A regulated risk process is modeled with interest and linear dividend barrier. ► Under absolute ruin, the expected discounted dividends are derived by PDMP method. ► Explicit solutions and numerical results are obtained for exponential claims.
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Preview
Regulated absolute ruin problem with interest structure and linear dividend barrier
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