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- W2946656908 abstract "In this paper, we model the insurance company's surplus flow by a perturbed compound Poisson model. Suppose that at a sequence of random time points, the insurance company observes the surplus to decide dividend payments. If the observed surplus level is larger than the maximum of a threshold $ b>0 $ and the last observed level (after dividends payment if possible), then a fraction $ 0<theta<1 $ of the excess amount is paid out as a lump sum dividend. We assume that the solvency is also discretely monitored at these observation times, so that the surplus process stops when the observed value becomes negative. Integro-differential equations for the expected discounted dividend payments before ruin and the Gerber-Shiu expected discounted penalty function are derived, and solutions are also analyzed by Laplace transform method. Numerical examples are given to illustrate the applicability of our results." @default.
- W2946656908 created "2019-05-29" @default.
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- W2946656908 date "2020-01-01" @default.
- W2946656908 modified "2023-09-27" @default.
- W2946656908 title "On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy" @default.
- W2946656908 doi "https://doi.org/10.3934/jimo.2019038" @default.
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