The compound binomial model with a constant dividend barrier and periodically paid dividends
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Publication:1761395
DOI10.1007/S11424-012-9243-0zbMath1259.91070OpenAlexW2070579221MaRDI QIDQ1761395
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
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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