Randomized dividends in the compound binomial model with a general premium rate

DOI10.1080/03461230701642489zbMATH Open1164.91032OpenAlexW2008922137MaRDI QIDQ3608231FDOQ3608231

Authors: David Landriault 

Publication date: 28 February 2009

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461230701642489

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zbMATH Keywords

compound binomial modelruin theoryrandomized dividendsGerber-Shiu discounted penalty functionexpected discounted dividend paymentsgeneral premium rate

Mathematics Subject Classification ID

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Discounted probabilities and ruin theory in the compound binomial model
• Lundberg approximations for compound distributions with insurance applications
• On a class of discrete time renewal risk models
• The compound binomial model with randomized decisions on paying dividends

Cited In (16)

• The compound binomial model with a constant dividend barrier and periodically paid dividends
• 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
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments
• The compound binomial model with randomized decisions on paying dividends
• Generalizations of Ho-Lee's binomial interest rate model II: randomization
• On a discrete-time risk model with random income and a constant dividend barrier
• Strategies for dividend distribution: a review
• Randomized dividends in a discrete insurance risk model with stochastic premium income
• Review of statistical actuarial risk modelling
• On a discrete-time risk model with general income and time-dependent claims
• 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 note on the compound binomial model with randomized dividend strategy
• A threshold-based risk process with a waiting period to pay dividends

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