On a discrete-time risk model with time-dependent claims and impulsive dividend payments

DOI10.1080/03461238.2020.1726808zbMath1454.91211OpenAlexW3006611605MaRDI QIDQ5140647

He Liu, Lianzeng Zhang

Publication date: 16 December 2020

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

Full work available at URL: https://doi.org/10.1080/03461238.2020.1726808

zbMATH Keywords

bivariate geometric distributiondependence structurediscrete-time risk modeldefective renewal equationdividend strategy

Mathematics Subject Classification ID

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

Related Items (2)

Unnamed Item ⋮ On a discrete-time risk model with random income and a constant dividend barrier

Cites Work

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