On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model

On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model

In this paper, we assume that the reserve level of an insurance company can only be observed at discrete time points, then a new risk model is proposed by introducing a periodic capital injection strategy and a barrier dividend strategy into the classical risk model. We derive the equations and the...

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Bibliographic Details
Main Authors: Wenguang Yu, Peng Guo, Qi Wang, Guofeng Guan, Qing Yang, Yujuan Huang, Xinliang Yu, Boyi Jin, Chaoran Cui
Format: Article
Language:English
Published: MDPI AG 2020-04-01
Series:Mathematics
Subjects:
compound Poisson risk model
periodic capital injection strategy
periodic barrier dividend strategy
Gerber-Shiu function
expected discounted dividend function
expected discounted capital injection function
Online Access:https://www.mdpi.com/2227-7390/8/4/511

Internet

https://www.mdpi.com/2227-7390/8/4/511

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