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

DOI10.1016/J.INSMATHECO.2010.01.001MaRDI QIDQ659250zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

ruin probabilitydividendcompound binomial modelexpected discount penalty

Mathematics Subject Classification ID

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

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Cites work

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

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

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