The compound binomial model with randomly paying dividends to shareholders and policyholders

DOI10.1016/J.INSMATHECO.2010.01.001zbMATH Open1231.91197OpenAlexW2062468484MaRDI QIDQ659250FDOQ659250

Authors: Lei He, Xiangqun Yang 

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.2010.01.001

Recommendations

• The compound binomial model with randomized decisions on paying dividends
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
• The compound Pascal model with dividends paid under random interest
• Randomized dividends in the compound binomial model with a general premium rate
• A note on the compound binomial model with randomized dividend strategy
• A risk model with paying dividends and random environment
• The compound binomial model with a constant dividend barrier and periodically paid dividends
• Randomized dividends in a discrete time risk model
• The dividend problems for compound binomial model with stochastic return on investments
• The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion

zbMATH Keywords

ruin probabilitydividendcompound binomial modelexpected discount penalty

Mathematics Subject Classification ID

Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Cites Work

• On the expected discounted penalty function at ruin of a surplus process with interest.
• Discounted probabilities and ruin theory in the compound binomial model
• The compound binomial model with randomized decisions on paying dividends
• A risk model with paying dividends and random environment

Cited In (7)

• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
• On a discrete interaction risk model with delayed claims and randomized dividends
• On a discrete risk model with delayed claims and a randomized dividend strategy
• Randomized dividends in the compound binomial model with a general premium rate
• Randomized dividends in a discrete risk model with time-correlated claims
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
• A note on the compound binomial model with randomized dividend strategy

This page was built for publication: The compound binomial model with randomly paying dividends to shareholders and policyholders

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q659250)