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• W2023629212 abstract "Abstract The uncontrolled surplus of an insurance company is a classical risk model. Now the risk model includes three features, namely debit interest, short-term and long-term invested interest, and linear dividend barrier. In this paper, the PDMP method and martingales are used for solvency studies in the risk model under regulation of minimum cash requirement. The integro-differential equations are derived for the expected discounted dividends under absolute ruin. In the case of exponential claim amounts, explicit expressions are obtained, as well as the numerical illustrations and their economic interpretation." @default.
• W2023629212 created "2016-06-24" @default.
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• W2023629212 creator A5084629689 @default.
• W2023629212 date "2012-09-01" @default.
• W2023629212 modified "2023-10-05" @default.
• W2023629212 title "Regulated absolute ruin problem with interest structure and linear dividend barrier" @default.
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• W2023629212 doi "https://doi.org/10.1016/j.econmod.2012.04.013" @default.
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