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2011•Journal of MathematicsRequires access

A MARKOV RISK MODEL WITH A CONSTANT DIVIDEND BARRIER

Hongchang Hu

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Abstract

In this paper,a Markov risk model with a constant dividend barrier is considered.A system of integro-differential equations satisfied by the expected present value of the total dividends until ruin is derived and solved.Some dividend related problems are also obtained.

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What this paper is about

In this paper,a Markov risk model with a constant dividend barrier is considered.A system of integro-differential equations satisfied by the expected present value of the total dividends until ruin is derived and solved.Some dividend related problems are also obtained.

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Available abstract

In this paper,a Markov risk model with a constant dividend barrier is considered.A system of integro-differential equations satisfied by the expected present value of the total dividends until ruin is derived and solved.Some dividend related problems are also obtained.

Key concepts: Dividend, Mathematics, Constant (computer programming), Markov chain, Risk model, Applied mathematics, Markov process, Econometrics

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