Acta mathematica scientia,Series A ›› 2019, Vol. 39 ›› Issue (5): 1272-1280.

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Dividend Problem with Parisian Delay for the Classical Risk Model with Debit Interest

Xiaoxiao Zhang,Hua Dong*()   

  1. School of Statistics, Qufu Normal University, Shandong Qufu 273165
  • Received:2018-06-05 Online:2019-10-26 Published:2019-11-08
  • Contact: Hua Dong
  • Supported by:
    the NSFC(11701319);the Fuyang Municipal Government-Fuyang Normal College Horizontal Cooperation Projects(XDHXTD201709)


In this paper, we study the dividend problem with Parisian delay for the classical risk model with debit interest. By cutting the excursion, we get the expression for the expected discounted dividend payments.

Key words: Classical risk model, Debit interest, Barrier strategy, Dividend with Parisian delay

CLC Number: 

  • O232