Randomized dividends in the compound binomial model with a general premium rate

DOI10.1080/03461230701642489zbMath1164.91032OpenAlexW2008922137MaRDI QIDQ3608231

David Landriault

Publication date: 28 February 2009

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230701642489

zbMATH Keywords

ruin theorycompound binomial modelrandomized dividendsGerber-Shiu discounted penalty functionexpected discounted dividend paymentsgeneral premium rate

Mathematics Subject Classification ID

Related Items (11)

The compound binomial risk model with randomly charging premiums and paying dividends to shareholders ⋮ Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model ⋮ A threshold-based risk process with a waiting period to pay dividends ⋮ On a discrete-time risk model with time-dependent claims and impulsive dividend payments ⋮ The compound binomial model with a constant dividend barrier and periodically paid dividends ⋮ Unnamed Item ⋮ On a discrete-time risk model with general income and time-dependent claims ⋮ On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends ⋮ On a discrete-time risk model with random income and a constant dividend barrier ⋮ Review of statistical actuarial risk modelling ⋮ Strategies for Dividend Distribution: A Review

Cites Work

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• Discounted probabilities and ruin theory in the compound binomial model
• Lundberg approximations for compound distributions with insurance applications
• The compound binomial model with randomized decisions on paying dividends
• On a class of discrete time renewal risk models

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