The compound binomial model with randomly paying dividends to shareholders and policyholders

DOI10.1016/j.insmatheco.2010.01.001zbMath1231.91197OpenAlexW2062468484MaRDI QIDQ659250

Lei He, Xiang-Qun Yang

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2010.01.001

zbMATH Keywords

ruin probabilitydividendcompound binomial modelexpected discount penalty

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Related Items

The compound binomial risk model with randomly charging premiums and paying dividends to shareholders, On a discrete interaction risk model with delayed claims and randomized dividends, Unnamed Item, On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends, On a discrete risk model with delayed claims and a randomized dividend strategy

Cites Work

• A risk model with paying dividends and random environment
• On the expected discounted penalty function at ruin of a surplus process with interest.
• Discounted probabilities and ruin theory in the compound binomial model
• The compound binomial model with randomized decisions on paying dividends