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Symmetry 2018, 10(9), 377; https://doi.org/10.3390/sym10090377

The Absolute Ruin Insurance Risk Model with a Threshold Dividend Strategy

1
School of Insurance, Shandong University of Finance and Economics, Jinan 250014, China
2
School of Science, Shandong Jiaotong University, Jinan 250357, China
3
School of Computer Science & Technology, Shandong University of Finance and Economics, Jinan 250014, China
*
Authors to whom correspondence should be addressed.
Received: 29 July 2018 / Revised: 28 August 2018 / Accepted: 29 August 2018 / Published: 3 September 2018
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Abstract

The absolute ruin insurance risk model is modified by including some valuable market economic information factors, such as credit interest, debit interest and dividend payments. Such information is especially important for insurance companies to control risks. We further assume that the insurance company is able to finance and continue to operate when its reserve is negative. We investigate the integro-differential equations for some interest actuarial diagnostics. We also provide numerical examples to explain the effects of relevant parameters on actuarial diagnostics. View Full-Text
Keywords: absolute ruin; integro-differential equations; moment generating function; threshold dividend strategy; debit interest absolute ruin; integro-differential equations; moment generating function; threshold dividend strategy; debit interest
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Yu, W.; Huang, Y.; Cui, C. The Absolute Ruin Insurance Risk Model with a Threshold Dividend Strategy. Symmetry 2018, 10, 377.

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