Results 171 to 180 of about 2,365,855 (190)

On the Joint Analysis of the Total Discounted Payments to Policyholders and Shareholders: Dividend Barrier Strategy [PDF]

Risks, 2015
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to analyze jointly the aggregate discounted claim amounts until ruin and the total discounted dividends until ruin, which represent the insurer’s payments to ...
Eric C K Cheung, Jae-Kyung Woo
exaly   +2 more sources

The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion [PDF]

Scandinavian Actuarial Journal, 2006
ISBN 07340 3001 0We consider a diffusion perturbed classical compound Poisson risk model in the presence of a constant dividend barrier. An integro-differential equation with certain boundary conditions for the n-th moment of the discounted dividend ...
Shuanming Li
exaly   +3 more sources

On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions [PDF]

Insurance: Mathematics and Economics, 2014
In this paper, we further extend the insurance risk model in Albrecher et al. (2011b), who proposed to only intervene in the compound Poisson risk process at the discrete time points ${L_k}_{k=0}^infty$ where the event of ruin is checked and dividend ...
Michael C H Choi, Eric C K Cheung
exaly   +2 more sources

Improvement to the Expected Discounted Penalty Function for a Classical Risk Model with a Threshold Dividend Strategy

Applied Mechanics and Materials, 2010
In this paper, we study the expected discounted penalty function for a classical risk model in which a threshold dividend strategy is used for a classical risk model and the discount interest force process is not a constant, but a stochastic process ...
Zhi Liu, Wen Guang Yu
exaly   +2 more sources

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Finite-time dividend problems in a Lévy risk model under periodic observation

Applied Mathematics and Computation, 2021
Zhimin Zhang, Jiayi Xie
exaly  

On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

Journal of Computational and Applied Mathematics, 2014
Jie-Hua Xie
exaly  

Moments of Discounted Dividend Payments in the Sparre Andersen Model with a Constant Dividend Barrier

Applied Mathematics, 2011
Jiyang Tan, Xiangqun Yang
exaly  

On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier

Scandinavian Actuarial Journal, 2005
Hansjoerg Albrecher, Robert F Tichý
exaly  

The Erlang(n) risk model with two-sided jumps and a constant dividend barrier

Communications in Statistics - Theory and Methods, 2021
exaly