On Periodic Dividends for the Classical Risk Model with Debit Interest

Hua Dong and Xianghua Zhao

Mathematical Problems in Engineering, 2020, vol. 2020, 1-8

Abstract:

A periodic dividend problem is studied in this paper. We assume that dividend payments are made at a sequence of Poisson arrival times, and ruin is continuously monitored. First of all, three integro-differential equations for the expected discounted dividends are obtained. Then, we investigate the explicit expressions for the expected discounted dividends, and the optimal dividend barrier is given for exponential claims. A similar study on a generalized Gerber–Shiu function involving the absolute time is also performed. To demonstrate the existing results, we give some numerical examples.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnlmpe:6395717

DOI: 10.1155/2020/6395717

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