Moments of discounted dividend payments in a risk model with randomized dividend-decision times |
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Authors: | Zhimin Zhang Chaolin Liu |
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Institution: | 1.College of Mathematics and Statistics,Chongqing University,Chongqing,China |
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Abstract: | We consider a perturbed compound Poisson risk model with randomized dividend-decision times. Different from the classical barrier dividend strategy, the insurance company makes decision on whether or not paying off dividends at some discrete time points (called dividend-decision times). Assume that at each dividend-decision time, if the surplus is larger than a barrier b > 0; the excess value will be paid off as dividends. Under such a dividend strategy, we study how to compute the moments of the total discounted dividend payments paid off before ruin. |
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