Randomized dividends in a discrete time risk model

DOI10.12046/J.ISSN.1000-5277.2018.05.001MaRDI QIDQ5381515zbMATH OpenFDO

Authors Haiyan Liu, Chen Yang, Mi Chen

Publication date 21 June 2019

Full work available at URL https://doi.org/10.12046/J.ISSN.1000-5277.2018.05.001

zbMATH Keywords

compound binomial risk modelexpected accumulated discounted dividendsrandomized dividend policystochastic premium income

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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(13)

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• Variance matters (in stochastic dividend discount models)
• The compound binomial model with randomized decisions on paying dividends
• The dividend problems for compound binomial model with stochastic return on investments
• Randomized dividends in the compound binomial model with a general premium rate
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
• Randomized dividends in a discrete insurance risk model with stochastic premium income
• On a discrete-time risk model with delayed claims and dividends
• Randomized dividends in a discrete risk model with time-correlated claims
• On the dividend problem for a discrete time risk model with random income
• The compound binomial model with randomly paying dividends to shareholders and policyholders
• On a discrete risk model with delayed claims and a randomized dividend strategy
• A note on the compound binomial model with randomized dividend strategy

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