@article{(Open Science Index):https://publications.waset.org/pdf/1016,
	  title     = {The Dividend Payments for General Claim Size Distributions under Interest Rate},
	  author    = {Li-Li Li and  Jinghai Feng and  Lixin Song},
	  country	= {},
	  institution	= {},
	  abstract     = {This paper evaluates the dividend payments for general
claim size distributions in the presence of a dividend barrier. The
surplus of a company is modeled using the classical risk process
perturbed by diffusion, and in addition, it is assumed to accrue interest
at a constant rate. After presenting the integro-differential equation
with initial conditions that dividend payments satisfies, the paper
derives a useful expression of the dividend payments by employing
the theory of Volterra equation. Furthermore, the optimal value of
dividend barrier is found. Finally, numerical examples illustrate the
optimality of optimal dividend barrier and the effects of parameters
on dividend payments.},
	    journal   = {International Journal of Mathematical and Computational Sciences},
	  volume    = {1},
	  number    = {1},
	  year      = {2007},
	  pages     = {119 - 122},
	  ee        = {https://publications.waset.org/pdf/1016},
	  url   	= {https://publications.waset.org/vol/1},
	  bibsource = {https://publications.waset.org/},
	  issn  	= {eISSN: 1307-6892},
	  publisher = {World Academy of Science, Engineering and Technology},
	  index 	= {Open Science Index 1, 2007},
	}