Open Access
Translator Disclaimer
2014 Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy
Donghai Liu, Zaiming Liu
J. Appl. Math. 2014: 1-7 (2014). DOI: 10.1155/2014/184098

Abstract

The paper studies the dual risk model with a barrier strategy under the concept of bankruptcy, in which one has a positive probability to continue business despite temporary negative surplus. Integrodifferential equations for the expectation of the discounted dividend payments and the probability of bankruptcy are derived. Moreover, when the gain size distribution is exponential, explicit solutions for the expected dividend payments and the bankruptcy probability are obtained for constant bankruptcy rate function. It also provided some numerical examples to illustrate the applications of the explicit solutions.

Citation

Download Citation

Donghai Liu. Zaiming Liu. "Dividend Problems with a Barrier Strategy in the Dual Risk Model until Bankruptcy." J. Appl. Math. 2014 1 - 7, 2014. https://doi.org/10.1155/2014/184098

Information

Published: 2014
First available in Project Euclid: 2 March 2015

zbMATH: 07131382
Digital Object Identifier: 10.1155/2014/184098

Rights: Copyright © 2014 Hindawi

JOURNAL ARTICLE
7 PAGES


SHARE
Vol.2014 • 2014
Back to Top