The dual risk model under a mixed ratcheting and periodic dividend strategy

被引：2
|
作者：
Song, Zhan-Jie [1 ]
Sun, Fu-Yun [1 ]
机构：
[1] Tianjin Univ, Sch Math, Tianjin 300350, Peoples R China
来源：
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS | 2023年 / 52卷 / 10期
关键词：
Expected present value of dividends; ratcheting dividend strategy; periodic dividend strategy; spectrally positive Levy process; scale function; RANDOMIZED OBSERVATION PERIODS; LEVY PROCESSES;
D O I：
10.1080/03610926.2021.1974483
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this article, we consider an extended dual risk model under a mixed dividend strategy, which is a combination of ratcheting dividend strategy and periodic dividend strategy. The expected present value of dividends paid up to ruin is studied by using Levy fluctuation theory, and its accurate expression is given in terms of scale functions. Numerical analysis under three different gain distributions is given for characterizing the impact of parameters on the expected present value of dividends paid up to ruin.
引用
收藏
页码：3526 / 3540
页数：15
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