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On the threshold dividend strategy for a generalized jump–diffusion risk model · Study

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ArticleOn the threshold dividend strategy for a generalized jump–diffusion risk model

Yichun Chi2010

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Articlegreen2010

On the threshold dividend strategy for a generalized jump–diffusion risk model

Yichun Chi · X. Sheldon Lin

37 citations·0/0 files stored·Insurance Mathematics and Economics

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Probability and Risk Models Probability and Statistical Research Stochastic processes and financial applications

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References

2002A Jump-Diffusion Model for Option Pricing 2001Stochastic Processes for Insurance and Finance 1998On the Time Value of Ruin 1970Mathematical Methods in Risk Theory 2009Testing for jumps in a discretely observed process 1999Stochastic Processes for Insurance and Finance 2003First passage times of a jump diffusion process 1991Risk theory for the compound Poisson process that is perturbed by diffusion

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Year2010

Typearticle

Published2010-12-08

VenueInsurance Mathematics and Economics

ISSN-L0167-6687

Languageen

Citations37

Files0 public / 0

ShelfProbability and Risk Models

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doi10.1016/j.insmatheco.2010.11.006

openalex_workW2013414441

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