Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2016, Number 5, Pages 41–44 (Mi vmumm179)  
This article is cited in 2 scientific papers (total in 2 papers)

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Discounted dividends in a strategy with a step barrier function

A. A. Muromskaya

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (323 kB) Citations (2)
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Abstract: A model of insurance company performance with dividends payment is studied. We investigate the dividend strategy according to which the level of the barrier can be changed after the receipt of claims. A function representing the value of expected discounted dividends paid until ruin is obtained.
Key words: classical Cramer–Lundberg risk model, dividend barrier strategy, step barrier function.
Received: 09.11.2015
English version:
Moscow University Mathematics Bulletin, 2016, Volume 71, Issue 5, Pages 200–203
DOI: https://doi.org/10.3103/S0027132216050053
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: A. A. Muromskaya, “Discounted dividends in a strategy with a step barrier function”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2016, no. 5, 41–44; Moscow University Mathematics Bulletin, 71:5 (2016), 200–203
Citation in format AMSBIB
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    • This publication is cited in the following 2 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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