Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model

DOI10.1080/10920277.2008.10597523zbMath1481.91166OpenAlexW2075910969MaRDI QIDQ5022546

Eric C. K. Cheung, David C. M. Dickson, Steve Drekic

Publication date: 19 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2008.10597523

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (7)

A note on a Lévy insurance risk model under periodic dividend decisions ⋮ On a mean reverting dividend strategy with Brownian motion ⋮ Finite time ruin problems for the Erlang\((2)\) risk model ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ Maximum surplus and \(R_n\) class of distributions with an application to dividends ⋮ Review of statistical actuarial risk modelling ⋮ Strategies for Dividend Distribution: A Review

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