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   Articles with "dual risk" as a keyword



A Two‐Dimensional Diffusion Dual Risk Model With Random Delays Under the Threshold Strategy

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recommendations! 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

On a perturbed dual risk model with dependence between inter-gain times and gain sizes

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recommendations! Published in 2017 at "Communications in Statistics - Theory and Methods"

DOI: 10.1080/03610926.2016.1236959

Abstract: ABSTRACT The dual risk model may be used to model the revenue process of a company with constant expense rate and occasional gains. In this paper, we consider a dual risk model with both inter-gain… read more here.

Keywords: gain; dual risk; risk model; model ... See more keywords

Numerical Solution for the Dividend Value Function of a Dual Risk Model With Investment

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recommendations! Published in 2025 at "Journal of Mathematics"

DOI: 10.1155/jom/8846855

Abstract: This paper proposes a dual risk model with liquid reserve and proportional investments, this model is more suitable for real life. We derive the integral differential equations for the expected total discounted dividends before ruin.… read more here.

Keywords: risk model; dual risk; solution; dividend ... See more keywords
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Numerical Ruin Probability in the Dual Risk Model with Risk-Free Investments

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recommendations! Published in 2018 at "Risks"

DOI: 10.3390/risks6040110

Abstract: In this paper, a dual risk model under constant force of interest is considered. The ruin probability in this model is shown to satisfy an integro-differential equation, which can then be written as an integral… read more here.

Keywords: risk model; risk; dual risk; ruin probability ... See more keywords