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This paper considers the Brownian perturbed Cramer–Lundberg risk model with a dividends barrier. We study various types of Pade approximations and Laguerre expansions to compute or approximate the scale function that is necessary to optimize the dividends barrier. We experiment also with a heavy-tailed claim distribution for which we apply the so-called “shifted” Pade approximation.

risks

On the Padé and Laguerre–Tricomi–Weeks Moments Based Approximations of the Scale Function W and of the Optimal Dividends Barrier for Spectrally Negative Lévy Risk Processes