Numerical method for a compound Poisson risk model with liquid reserves and proportional investment

Numerical method for a compound Poisson risk model with liquid reserves and proportional investment

In this paper, a classical risk model with liquid reserves and proportional investment is considered, and the expected total discounted dividend before ruin of insurance companies under the threshold dividend strategy is studied. First, the integral differential equations of the expected total disco...

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Bibliographic Details
Main Authors: Chunwei Wang, Shujing Wang, Jiaen Xu, Shaohua Li
Format: Article
Language:English
Published: AIMS Press 2024-03-01
Series:AIMS Mathematics
Subjects:
liquid reserves
threshold strategy
proportional investment
dividends paid up to ruin
sinc numerical method
Online Access:https://www.aimspress.com/article/doi/10.3934/math.2024532?viewType=HTML

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https://www.aimspress.com/article/doi/10.3934/math.2024532?viewType=HTML

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