On a discrete risk model with delayed claims and a randomized dividend strategy

DOI10.1186/S13662-015-0614-4zbMath1415.91156OpenAlexW1853744783WikidataQ59434412 ScholiaQ59434412MaRDI QIDQ738487

Zhimin Zhang, Chao-Lin Liu

Publication date: 2 September 2016

Published in: Advances in Difference Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1186/s13662-015-0614-4

zbMATH Keywords

difference equationsdelayed claimsexpected discounted dividendsrandomized dividend strategy

Mathematics Subject Classification ID

Related Items (3)

On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates ⋮ On a discrete interaction risk model with delayed claims and randomized dividends ⋮ On a discrete Markov-modulated risk model with random premium income and delayed claims

Cites Work

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• Randomized observation periods for the compound Poisson risk model: Dividends
• On a class of discrete time renewal risk models
• On Ultimate Ruin in a Delayed-Claims Risk Model

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