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

DOI10.1080/03461230701642489MaRDI QIDQ3608231zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

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

Mathematics Subject Classification ID

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Cites work

• scientific article; zbMATH DE number 1515079 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• 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)

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

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