On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions

DOI10.1016/J.INSMATHECO.2014.08.009zbMath1306.91072OpenAlexW2072108630MaRDI QIDQ2514612

Michael C. H. Choi, Eric C. K. Cheung

Publication date: 3 February 2015

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2014.08.009

zbMATH Keywords

barrier strategyErlangizationcompound Poisson risk modeldividend decisionsrandomized observations

Mathematics Subject Classification ID

Related Items (10)

On the improved thinning risk model under a periodic dividend barrier strategy ⋮ ON THE INTERFACE BETWEEN OPTIMAL PERIODIC AND CONTINUOUS DIVIDEND STRATEGIES IN THE PRESENCE OF TRANSACTION COSTS ⋮ An Optimal Control Problem in a Risk Model with Stochastic Premiums and Periodic Dividend Payments ⋮ Moments of discounted dividend payments in a risk model with randomized dividend-decision times ⋮ On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ Ruin-related problems in the dual risk model under two different randomized observations ⋮ The compound Poisson risk model under a mixed dividend strategy ⋮ Optimal dividends under Erlang(2) inter-dividend decision times ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS

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