MAP20140006748Chen, XuA Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy / Xu Chen, Ting Xiao, Xiang-qun YangSumario: 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 presentedEn: Insurance : mathematics and economics. - Oxford : Elsevier, 1990- = ISSN 0167-6687. - 13/01/2014 Volumen 54 Número 1 - enero 2014 I. Title.
