A Two‐Dimensional Diffusion Dual Risk Model With Random Delays Under the Threshold Strategy
Sign Up to like & getrecommendations! Published in 2025 at "Mathematical Methods in the Applied Sciences"
DOI: 10.1002/mma.70216
Abstract: This paper investigates the dividend problem for a two‐dimensional diffusion dual risk model with random delays in profit arrival times. We prove the optimality of threshold dividend strategies. Under this strategy, we derive a set… read more here.
Keywords: risk model; two dimensional; model random; diffusion dual ... See more keywords
Stochastic Analysis of Diffusion Dual Sign Algorithm for Cyclostationary White Gaussian Inputs and Nonstationary System
Sign Up to like & getrecommendations! Published in 2020 at "IEEE Transactions on Circuits and Systems II: Express Briefs"
DOI: 10.1109/tcsii.2019.2935376
Abstract: This brief proposes a novel diffusion dual sign algorithm (DDSA) over networks to improve the convergence performance of the existing diffusion signed error algorithm (DSEA). The stochastic analysis of DDSA with the cyclostationary white Gaussian… read more here.
Keywords: diffusion dual; diffusion; stochastic analysis; algorithm ... See more keywords