The compound binomial model with randomized decisions on paying dividends

DOI10.1016/J.INSMATHECO.2006.01.001MaRDI QIDQ2507603zbMATH OpenOpenAlexFDO

Authors Jiyang Tan, Xiangqun Yang

Publication date 5 October 2006

Published in Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.insmatheco.2006.01.001

zbMATH Keywords

asymptotic estimatecompound binomial processdiscrete renewal equationdividendrecursion formulaeruin probability

Mathematics Subject Classification ID

Renewal theory (60K05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Recommendations

• Randomized dividends in a discrete insurance risk model with stochastic premium income
• Randomized dividends in a discrete time risk model
• A note on the compound binomial model with randomized dividend strategy
• The compound binomial risk model with randomly charging premiums and paying dividends to shareholders
• Randomized dividends in the compound binomial model with a general premium rate

Cites work

• Discounted probabilities and ruin theory in the compound binomial model
• scientific article; zbMATH DE number 3493681 (Why is no real title available?)
• scientific article; zbMATH DE number 3530029 (Why is no real title available?)
• On the expected discounted penalty function at ruin of a surplus process with interest.
• Ruin probabilities and penalty functions with stochastic rates of interest
• Ruin probabilities in the compound binomial model
• The asymptotic formulas and Lundberg upper bound in fully discrete risk model
• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Cited in

(25)

• Survival probabilities in a discrete semi-Markov risk model
• Moments of discounted dividend payments in a risk model with randomized dividend-decision times
• 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
• On a discrete-time risk model with random income and a constant dividend barrier
• Optimal equilibrium barrier strategies for time-inconsistent dividend problems in discrete time
• On a risk model with delayed claims under stochastic interest rates
• 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
• Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model
• The compound Pascal model with dividends paid under random interest
• Randomized dividends in a discrete insurance risk model with stochastic premium income
• Review of statistical actuarial risk modelling
• Strategies for dividend distribution: a review
• 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
• Randomized dividends in a discrete risk model with time-correlated claims
• On a discrete-time risk model with time-dependent claims and impulsive dividend payments
• Randomized dividends in a discrete time risk model
• The compound binomial model with randomly paying dividends to shareholders and policyholders
• On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends
• On a discrete risk model with delayed claims and a randomized dividend strategy
• A note on the compound binomial model with randomized dividend strategy
• A risk model with paying dividends and random environment

This page was built for publication: The compound binomial model with randomized decisions on paying dividends

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2507603)