On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends
AbstractThis 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. View Full-Text
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Wat, K.P.; Yuen, K.C.; Li, W.K.; Wu, X. On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends. Risks 2018, 6, 6.
Wat KP, Yuen KC, Li WK, Wu X. On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends. Risks. 2018; 6(1):6.Chicago/Turabian Style
Wat, Kam P.; Yuen, Kam C.; Li, Wai K.; Wu, Xueyuan. 2018. "On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends." Risks 6, no. 1: 6.