Expected present value of total dividends in a delayed claims risk model under stochastic interest rates

DOI10.1016/j.insmatheco.2009.12.007zbMath1231.91460OpenAlexW2022706145MaRDI QIDQ659244

Wei Zou, Jie Hua Xie

Publication date: 10 February 2012

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.12.007

zbMATH Keywords

Markov chainstochastic interest ratecompound binomial modeldiscounted dividend paymentsdelayed claimexpected present value

Mathematics Subject Classification ID

Related Items (19)

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Cites Work

• Unnamed Item
• The compound binomial risk model with time-correlated claims
• A risk model with paying dividends and random environment
• Ruin probabilities allowing for delay in claims settlement
• Ruin probabilities for time-correlated claims in the compound binomial model.
• On a class of renewal risk models with a constant dividend barrier
• On a Classical Risk Model with a Constant Dividend Barrier
• On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier
• On a class of discrete time renewal risk models
• On a generalization of the expected discounted penalty function in a discrete-time insurance risk model
• Some Optimal Dividends Problems
• On Ultimate Ruin in a Delayed-Claims Risk Model
• Optimal Dividends

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