On a discrete interaction risk model with delayed claims and randomized dividends

DOI10.1080/03610926.2020.1836221MaRDI QIDQ5093709zbMATH OpenOpenAlexFDO

Authors Juan Liu, Ya Huang, Xu-yan Xiang, Jieming Zhou

Publication date 1 August 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2020.1836221

zbMATH Keywords

delayed claimsdiscrete interaction risk modelGerber-Shiu functionnon-negative thresholdrandomized dividends

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

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Cited in

(2)

• Randomized dividends in a discrete risk model with time-correlated claims
• On a discrete risk model with delayed claims and a randomized dividend strategy

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