Recursive Calculation of the Dividend Moments in a Multi-threshold Risk Model

DOI10.1080/10920277.2008.10597501zbMath1481.91162MaRDI QIDQ5022525

David Landriault, Andrei L. Badescu

Publication date: 19 January 2022

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597501

Mathematics Subject Classification ID

91G05: Actuarial mathematics

Related Items

Review of statistical actuarial risk modelling, Strategies for Dividend Distribution: A Review, An IBNR-RBNS insurance risk model with marked Poisson arrivals, Simple approximations for the ruin probability in the risk model with stochastic premiums and a constant dividend strategy, The risk model with stochastic premiums and a multi-layer dividend strategy, A unified analysis of claim costs up to ruin in a Markovian arrival risk model, Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times

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