On a double barrier hybrid dividend strategy in a compound Poisson risk model with stochastic income

A. S. Dibu () and M. J. Jacob
Additional contact information
A. S. Dibu: National Institute of Technology Calicut
M. J. Jacob: National Institute of Technology Calicut

Annals of Operations Research, 2022, vol. 315, issue 2, No 14, 969-984

Abstract: Abstract The paper features a hybrid dividend payment strategy on an insurance surplus with stochastic income. The hybrid dividend strategy works as follows: A delay-clock starts whenever the surplus up-shoots, due to a premium arrival, to a level between barriers ‘k’ and ‘ $$ \ell $$ ℓ ’, such that $$ 0 \leqslant u \leqslant k \leqslant \ell

Keywords: Compound Poisson risk model; Double-barrier dividend; Hybrid dividend; Piecewise Volterra integral equation; 91B30; 97M30; 62P05; 60J28 (search for similar items in EconPapers)
Date: 2022
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s10479-021-03937-0 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:annopr:v:315:y:2022:i:2:d:10.1007_s10479-021-03937-0

Ordering information: This journal article can be ordered from
http://www.springer.com/journal/10479

DOI: 10.1007/s10479-021-03937-0

Access Statistics for this article

Annals of Operations Research is currently edited by Endre Boros

More articles in Annals of Operations Research from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().