scientific article; zbMATH DE number 7572913

MaRDI QIDQ5096721

Mi Chen, Haiyan Liu, Changwei Nie

Publication date: 18 August 2022

Full work available at URL: http://121.43.60.238/sxwlxbA/EN/abstract/abstract16661.shtml

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

stochastic premium incomerandomized dividend policyexpected cumulated discounted dividendstime-correlated claims

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Optimal control with restrictions for a diffusion risk model under constant interest force
• Forced oscillation of nonlinear fractional differential equations with damping term
• Expected present value of total dividends in a compound binomial model with delayed claims and random income
• An elementary approach to discrete models of dividend strategies
• Expected present value of total dividends in a delayed claims risk model under stochastic interest rates
• The compound binomial model with randomly paying dividends to shareholders and policyholders
• Constant dividend barrier in a risk model with interclaim-dependent claim sizes
• A note on the compound binomial model with randomized dividend strategy
• The compound binomial risk model with time-correlated claims
• Ruin probabilities for time-correlated claims in the compound binomial model.
• The compound binomial risk model with delayed claims and random income
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
• On the Gerber-Shiu discounted penalty function in a risk model with two types of delayed-claims and random income
• The Gerber-Shiu discounted penalty function for a compound binomial risk model with by-claims
• Optimal dividend problem with a nonlinear regular-singular stochastic control
• The compound binomial model with randomized decisions on paying dividends
• On a Classical Risk Model with a Constant Dividend Barrier
• Optimal dividend and reinsurance in the presence of two reinsurers
• Randomized dividends in the compound binomial model with a general premium rate
• Optimization of the flow of dividends
• On a discrete-time risk model with delayed claims and dividends
• On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates
• On a discrete interaction risk model with delayed claims and randomized dividends
• On a class of renewal risk model with random income

This page was built for publication: