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Research Paper | Mathematics | China | Volume 5 Issue 6, June 2016
On the Compound Poisson Model with Debit Interest under Absolute Ruin
Abstract: This paper considers the dividend payments in a compound poisson model with debit interest under absolute ruin. Firstly, we obtain the moment generating function and moments of the discounted aggregate dividend payments, then applying these results, we get the explicit expressions of them for exponential claims. Finally, we give the numerical solution of the optimal dividend barrier and the expected discounted aggregate dividend payment which are influenced by the credit interest.
Keywords: Compound poisson model, Absolute ruin, Moment generating function, Dividend payment
Edition: Volume 5 Issue 6, June 2016,
Pages: 1872 - 1875
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Research Paper, Mathematics, India, Volume 11 Issue 8, August 2022
Pages: 790 - 793On Sanskruti Index of the Line Graphs of Certain Nanostructures
Dr. K Vijila Dafini | Dr. M Little Flower | Dr. X Lenin Xaviour
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Mini Chapters, Mathematics, India, Volume 12 Issue 12, December 2023
Pages: 646 - 647