A note on the compound binomial model with randomized dividend strategy-Reference-Cited by-同舟云学术

A note on the compound binomial model with randomized dividend strategy

Published:2007-12 Issue:1 Volume:194 Page:276-286
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Bao Zhen-hua

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference15 articles.

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3. B. De Finetti, Su un’impostazione alternativa della teoria collettiva del rischio, in: Proceedings of the Transactions of the XV International Congress of Actuaries, vol. 2, 1957, pp. 433–443.

4. Some comments on the compound binomial model;Dickson;ASTIN Bulletin,1994

5. Some optimal dividend problems;Dickson;ASTIN Bulletin,2004

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3. On the expected penalty functions in a discrete semi-Markov risk model with randomized dividends;Journal of Computational and Applied Mathematics;2017-02

4. Review of statistical actuarial risk modelling;Cogent Mathematics;2016-01-08

5. A ruin model with compound poisson income and dependence between claim sizes and claim intervals;Acta Mathematicae Applicatae Sinica, English Series;2015-06