A note on the compound binomial model with randomized dividend strategy

DOI10.1016/j.amc.2007.04.023zbMath1193.91062OpenAlexW1971874285MaRDI QIDQ990672

Zhen-Hua Bao

Publication date: 1 September 2010

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2007.04.023

zbMATH Keywords

asymptotic estimateGerber-Shiu penalty functioncompound binomial modeldefective renewal equationdividend strategy

Mathematics Subject Classification ID

Related Items (10)

The compound binomial risk model with randomly charging premiums and paying dividends to shareholders ⋮ A ruin model with random income and dependence between claim sizes and claim intervals ⋮ Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model ⋮ A threshold-based risk process with a waiting period to pay dividends ⋮ The compound binomial model with a constant dividend barrier and periodically paid dividends ⋮ Unnamed Item ⋮ On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends ⋮ Review of statistical actuarial risk modelling ⋮ A ruin model with compound Poisson income and dependence between claim sizes and claim intervals ⋮ Strategies for Dividend Distribution: A Review

Cites Work

• Unnamed Item
• The discrete stationary renewal risk model and the Gerber-Shiu discounted penalty function
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• Discounted probabilities and ruin theory in the compound binomial model
• Analysis of a defective renewal equation arising in ruin theory
• The compound binomial model with randomized decisions on paying dividends
• The compound Poisson risk model with a threshold dividend strategy
• Some Optimal Dividends Problems
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
• On the Time Value of Ruin

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