Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion

By Ning Wan. 2007

86 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

An extension of Paulsen–Gjessing’s risk model with stochastic return on investments (2013, background): “The above result was obtained by Gerber and Shiu (2006) for the compound Poisson model, Wan (2007) for the compound Poisson model perturbed by diffusion and Ng (2009) for the dual of the compound Poisson model.”
The perturbed Sparre Andersen model with a threshold dividend strategy (2008, background): “[27] G.J. Wang, R. Wu, Some distributions for the classical risk process that is perturbed by diffusion, Insurance: Mathematics and Economics 26 (2000) 15–24.”
Refracted Lévy processes (2008, background): “[24,32,35–37]) none of them go beyond the case of a compound Poisson jump structure.”