The compound binomial model with a constant dividend barrier and periodically paid dividends

DOI10.1007/S11424-012-9243-0zbMath1259.91070OpenAlexW2070579221MaRDI QIDQ1761395

Ji Yang Tan, Xiang-Qun Yang

Publication date: 15 November 2012

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-012-9243-0

zbMATH Keywords

compound binomial risk modelconstant dividend barrierexpected discounted dividendsdividend period

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Stochastic systems in control theory (general) (93E03)

Related Items (6)

A Markov decision problem in a risk model with interest rate and Markovian environment ⋮ The compound binomial risk model with randomly charging premiums and paying dividends to shareholders ⋮ An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments ⋮ Gerber-Shiu function of a discrete risk model with and without a constant dividend barrier ⋮ Studies on a double Poisson-geometric insurance risk model with interference ⋮ A periodic dividend problem with inconstant barrier in Markovian environment

Cites Work

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• Methods for estimating the optimal dividend barrier and the probability of ruin
• A note on the compound binomial model with randomized dividend strategy
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• On a class of renewal risk models with a constant dividend barrier
• The compound binomial model with randomized decisions on paying dividends
• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
• Randomized dividends in the compound binomial model with a general premium rate
• Some Optimal Dividends Problems

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