Results 291 to 297 of about 19,056,268 (297)

Statistical estimation for some dividend problems under the compound Poisson risk model

Insurance: Mathematics and Economics, 2020
Zhimin Zhang, Jiayi Xie
exaly  

Moments of discounted dividends for a threshold strategy in the compound poisson risk model

2010
We consider a compound Poisson risk model in which part of the premium is paid to the shareholders as dividends when the surplus exceeds a specified threshold level. In this model we are interested in computing the moments of the total discounted dividends paid until ruin occurs.
Drekic, S, Dickson, DCM, Cheung, ECK
openaire   +1 more source

The Exit Time And The Dividend Problem For Compound Poisson Risk Model

International Journal of Mathematics Trends and Technology, 2021
openaire   +1 more source

On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula

Insurance: Mathematics and Economics, 2008
Etienne Marceau, Hélène Cossette
exaly  

Periodic threshold-type dividend strategy in the compound Poisson risk model

Scandinavian Actuarial Journal, 2019
Zhimin Zhang, Eric C K Cheung
exaly  

Fitting Tweedie's compound poisson model to insurance claims data

Scandinavian Actuarial Journal, 1994
Bent Jørgensen
exaly  

Ruin Probability in a Compound Poisson Risk Model with a Two-Step Premium Rule

Communications for Statistical Applications and Methods, 2011
exaly