On a discrete risk model with delayed claims and a randomized dividend strategy

DOI10.1186/S13662-015-0614-4MaRDI QIDQ738487zbMATH OpenOpenAlexWikidataFDO

Authors Chao-Lin Liu, Zhimin Zhang

Publication date 2 September 2016

Published in Advances in Difference Equations (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1186/s13662-015-0614-4

zbMATH Keywords

difference equationsdelayed claimsexpected discounted dividendsrandomized dividend strategy

Mathematics Subject Classification ID

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Cites work

• An elementary approach to discrete models of dividend strategies
• On Ultimate Ruin in a Delayed-Claims Risk Model
• On a class of discrete time renewal risk models
• On a discrete risk model with two-sided jumps
• On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
• On a risk model with randomized dividend-decision times
• Randomized onservation periods for the compound Poisson risk model: dividends
• Ruin probabilities for time-correlated claims in the compound binomial model.
• Ruin probabilities in the compound binomial model
• Ruin problems in a discrete Markov risk model
• Survival probabilities in a discrete semi-Markov risk model
• The Markov additive risk process under an Erlangized dividend barrier strategy
• The compound binomial model with randomized decisions on paying dividends
• The compound binomial model with randomly paying dividends to shareholders and policyholders
• The compound binomial risk model with time-correlated claims

Cited in

(8)

• 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 discrete-time risk model with delayed claims and dividends
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments
• Randomized dividends in a discrete risk model with time-correlated claims
• On a discrete Markov-modulated risk model with random premium income and delayed claims
• On a discrete renewal risk model with constant dividend barrier and delayed claims
• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends

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