A note on the compound binomial model with randomized dividend strategy
From MaRDI portal
Publication:990672
DOI10.1016/j.amc.2007.04.023zbMath1193.91062OpenAlexW1971874285MaRDI QIDQ990672
Publication date: 1 September 2010
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.023
asymptotic estimateGerber-Shiu penalty functioncompound binomial modeldefective renewal equationdividend strategy
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (10)
The compound binomial risk model with randomly charging premiums and paying dividends to shareholders ⋮ A ruin model with random income and dependence between claim sizes and claim intervals ⋮ Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model ⋮ A threshold-based risk process with a waiting period to pay dividends ⋮ The compound binomial model with a constant dividend barrier and periodically paid dividends ⋮ Unnamed Item ⋮ On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends ⋮ Review of statistical actuarial risk modelling ⋮ A ruin model with compound Poisson income and dependence between claim sizes and claim intervals ⋮ Strategies for Dividend Distribution: A Review
Cites Work
- Unnamed Item
- The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- Discounted probabilities and ruin theory in the compound binomial model
- Analysis of a defective renewal equation arising in ruin theory
- The compound binomial model with randomized decisions on paying dividends
- The compound Poisson risk model with a threshold dividend strategy
- Some Optimal Dividends Problems
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
- On the Time Value of Ruin
This page was built for publication: A note on the compound binomial model with randomized dividend strategy
