Optimal Dividend Problem for a Compound Poisson Risk Model
نویسندگان
چکیده
منابع مشابه
Optimal Dividend Problem for a Compound Poisson Risk Model
In this note we study the optimal dividend problem for a company whose surplus process, in the absence of dividend payments, evolves as a generalized compound Poisson model in which the counting process is a generalized Poisson process. This model includes the classical risk model and the Pólya-Aeppli risk model as special cases. The objective is to find a dividend policy so as to maximize the ...
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ژورنال
عنوان ژورنال: Applied Mathematics
سال: 2014
ISSN: 2152-7385,2152-7393
DOI: 10.4236/am.2014.510142