The compound binomial risk model with randomly charging premiums and paying dividends to shareholders

DOI10.1155/2013/748204zbMath1271.91058OpenAlexW2068018231WikidataQ59004234 ScholiaQ59004234MaRDI QIDQ364515

Lei He, Xiong Wang

Publication date: 9 September 2013

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/748204

Mathematics Subject Classification ID

Credit risk (91G40)

Cites Work

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• The compound binomial model with randomized decisions on paying dividends
• Randomized dividends in the compound binomial model with a general premium rate
• Ruin Probabilities in the Compound Markov Binomial Model