Asymptotic and numerical solutions for diffusion models for compounded risk reserves with dividend payments
We study a family of diffusion models for compounded risk reserves which account for the investment income earned and for the inflation experienced on claim amounts. We are interested in the models in which the dividend payments are paid from the risk reserves. After defining the process of conditio...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2004-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/S016117120430431X |
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