The risk model with stochastic premiums and a multi-layer dividend strategy

DOI10.15559/19-VMSTA136zbMath1427.91240arXiv1912.08719MaRDI QIDQ2337817

Olena Ragulina

Publication date: 20 November 2019

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1912.08719

zbMATH Keywords

ruin probabilityGerber-Shiu functionmulti-layer dividend strategyexpected discounted dividend paymentsrisk model with stochastic premiumspiecewise integro-differential equation

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (3)

On the discounted penalty function in a perturbed Erlang renewal risk model with dependence ⋮ The Gerber-Shiu discounted penalty function: a review from practical perspectives ⋮ Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy

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