A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy

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<dc:creator>Chen, Xu</dc:creator>
<dc:date>2014-01-13</dc:date>
<dc:description xml:lang="es">Sumario: This paper considers a Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend. A second order integro-differential system of equations that characterizes the expected discounted dividend payments is obtained. As a closed-form solution does not exist, a numerical procedure based on the sinc function approximation through a collocation method is proposed. Finally, an example illustrating the procedure is presented.</dc:description>
<dc:identifier>https://documentacion.fundacionmapfre.org/documentacion/publico/es/bib/146194.do</dc:identifier>
<dc:language>spa</dc:language>
<dc:rights xml:lang="es">InC - http://rightsstatements.org/vocab/InC/1.0/</dc:rights>
<dc:type xml:lang="es">Artículos y capítulos</dc:type>
<dc:title xml:lang="es">A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy </dc:title>
<dc:relation xml:lang="es">En: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 13/01/2014 Volumen 54 Número 1 - enero 2014 </dc:relation>
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