scholarly journals The risk model with stochastic premiums, dependence and a threshold dividend strategy

2017 ◽  
Vol 4 (4) ◽  
pp. 315-351 ◽  
Author(s):  
Olena Ragulina
Keyword(s):  
Risk Model ◽  
Threshold Dividend Strategy

scholarly journals The Perturbed Dual Risk Model with Constant Interest and a Threshold Dividend Strategy

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Fanzi Zeng ◽  
Jisheng Xu
Keyword(s):  
Ruin Probability ◽  
Risk Model ◽  
Present Value ◽  
Numerical Examples ◽  
Threshold Dividend Strategy ◽  
Absolute Ruin ◽  
Dual Risk Model ◽  
The Moment ◽  
The Impact ◽  
Constant Interest

We consider the perturbed dual risk model with constant interest and a threshold dividend strategy. Firstly, we investigate the moment-generation function of the present value of total dividends until ruin. Integrodifferential equations with certain boundary conditions are derived for the present value of total dividends. Furthermore, using techniques of sinc numerical methods, we obtain the approximation results to the expected present value of total dividends. Finally, numerical examples are presented to show the impact of interest on the expected present value of total dividends and the absolute ruin probability.

scholarly journals The Absolute Ruin Insurance Risk Model with a Threshold Dividend Strategy

Symmetry ◽  
2018 ◽  
Vol 10 (9) ◽  
pp. 377 ◽  
Author(s):  
Wenguang Yu ◽  
Yujuan Huang ◽  
Chaoran Cui
Keyword(s):  
Risk Model ◽  
Insurance Companies ◽  
Insurance Company ◽  
Insurance Risk ◽  
Threshold Dividend Strategy ◽  
Dividend Payments ◽  
Absolute Ruin ◽  
The Absolute ◽  
Debit Interest ◽  
Insurance Risk Model

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.

Improvement to the Expected Discounted Penalty Function for a Classical Risk Model with a Threshold Dividend Strategy

2010 ◽  
Vol 29-32 ◽  
pp. 1150-1155
Author(s):  
Wen Guang Yu ◽  
Zhi Liu
Keyword(s):  
Differential Equation ◽  
Stochastic Process ◽  
Penalty Function ◽  
Risk Model ◽  
Classical Risk Model ◽  
Expected Discounted Penalty Function ◽  
Threshold Dividend Strategy ◽  
Interest Force ◽  
Discounted Penalty Function ◽  
Expected Discounted Penalty

In this paper, we study the expected discounted penalty function for a classical risk model in which a threshold dividend strategy is used for a classical risk model and the discount interest force process is not a constant, but a stochastic process driven by Poisson process and Wiener process. In this model, we derive and solve an integro-differential equation for the expected discounted penalty function.

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