Artikel
On the compound binomial risk model with delayed claims and randomized dividends
This paper extends the work of Yuen et al. (2013), who obtained explicit results for the discount-free Gerber-Shiu function for a compound binomial risk model in the presence of delayed claims and a randomized dividend strategy with a zero threshold level. Specifically, we establish a recursion method for computing the Gerber-Shiu expected discounted penalty function, which entails a number of important quantities in ruin theory, within the framework of the compound binomial aggregate claims with delayed by-claims and randomized dividends payable at a non-negative threshold level.
- Sprache
-
Englisch
- Erschienen in
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Journal: Risks ; ISSN: 2227-9091 ; Volume: 6 ; Year: 2018 ; Issue: 1 ; Pages: 1-13 ; Basel: MDPI
- Klassifikation
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Wirtschaft
- Thema
-
compound binomial riskmodel
delayed claims
Gerber-Shiu function
randomized dividends
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Wat, Kam Pui
Yuen, Kam Chuen
Li, Wai Keung
Wu, Xueyuan
- Ereignis
-
Veröffentlichung
- (wer)
-
MDPI
- (wo)
-
Basel
- (wann)
-
2018
- DOI
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doi:10.3390/risks6010006
- Handle
- Letzte Aktualisierung
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10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Wat, Kam Pui
- Yuen, Kam Chuen
- Li, Wai Keung
- Wu, Xueyuan
- MDPI
Entstanden
- 2018
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