Geodesic
Discounted dividends in a strategy with a step barrier function
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2016), pp. 41-44

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A model of insurance company performance with dividends payment is studied. We investigate the dividend strategy according to which the level of the barrier can be changed after the receipt of claims. A function representing the value of expected discounted dividends paid until ruin is obtained. 
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     author = {A. A. Muromskaya},
     title = {Discounted dividends in a strategy with a step barrier function},
     journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
     pages = {41--44},
     publisher = {mathdoc},
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     year = {2016},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/VMUMM_2016_5_a6/}
}
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A. A. Muromskaya. Discounted dividends in a strategy with a step barrier function. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 5 (2016), pp. 41-44. http://geodesic.mathdoc.fr/item/VMUMM_2016_5_a6/