Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model

DOI10.1080/10920277.2008.10597501zbMath1481.91162OpenAlexW2316113278MaRDI QIDQ5022525

David Landriault, Andrei L. Badescu

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597501

Mathematics Subject Classification ID

Actuarial mathematics (91G05)

Related Items

A unified analysis of claim costs up to ruin in a Markovian arrival risk model ⋮ Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy ⋮ An IBNR-RBNS insurance risk model with marked Poisson arrivals ⋮ Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times ⋮ Review of statistical actuarial risk modelling ⋮ The risk model with stochastic premiums and a multi-layer dividend strategy ⋮ Strategies for Dividend Distribution: A Review

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