The expected penalty function in a discrete Markov-modulated risk model

DOI10.3969/J.ISSN.1001-4268.2021.03.005MaRDI QIDQ3380825zbMATH OpenFDO

Authors Changwei Nie, Mi Chen

Publication date 29 September 2021

Full work available at URL https://doi.org/10.3969/J.ISSN.1001-4268.2021.03.005

zbMATH Keywords

compound binomial risk modelexpected penalty functionMarkov chainrandomized dividend policystochastic premium income

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05) Actuarial mathematics (91G05)

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