A note on the compound binomial model with randomized dividend strategy

DOI10.1016/J.AMC.2007.04.023MaRDI QIDQ990672zbMATH OpenOpenAlexFDO

Authors Zhenhua Bao

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

zbMATH Keywords

Gerber-Shiu penalty functionasymptotic estimatecompound binomial modeldefective renewal equationdividend strategy

Mathematics Subject Classification ID

Renewal theory (60K05)

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Cites work

• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• Analysis of a defective renewal equation arising in ruin theory
• Discounted probabilities and ruin theory in the compound binomial model
• On the Time Value of Ruin
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
• Some Optimal Dividends Problems
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• The compound Poisson risk model with a threshold dividend strategy
• The compound binomial model with randomized decisions on paying dividends
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function

Cited in

(12)

• The compound binomial model with a constant dividend barrier and periodically paid dividends
• 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
• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
• The compound binomial model with randomized decisions on paying dividends
• Strategies for dividend distribution: a review
• A ruin model with compound Poisson income and dependence between claim sizes and claim intervals
• Review of statistical actuarial risk modelling
• Randomized dividends in a discrete risk model with time-correlated claims
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
• The compound binomial model with randomly paying dividends to shareholders and policyholders
• A threshold-based risk process with a waiting period to pay dividends

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