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

Zhan-Jie Song and Fu-Yun Sun

Communications in Statistics - Theory and Methods, 2023, vol. 52, issue 10, 3526-3540

Abstract: 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 Lévy 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.

Date: 2023
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/03610926.2021.1974483 (text/html)
Access to full text is restricted to subscribers.

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:taf:lstaxx:v:52:y:2023:i:10:p:3526-3540

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/lsta20

DOI: 10.1080/03610926.2021.1974483

Access Statistics for this article

Communications in Statistics - Theory and Methods is currently edited by Debbie Iscoe

More articles in Communications in Statistics - Theory and Methods from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().