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Communications in Statistics - Theory and Methods Volume 46, 2017 - Issue 4
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Original Articles

On the expected discounted penalty function for a risk model with dependence under a multi-layer dividend strategy

Jie-Hua XieSchool of Economics and Trade, Nanchang Institute of Technology, Nanchang, P.R. China
&
Wei ZouSchool of Science, Nanchang Institute of Technology, Nanchang, P.R. ChinaCorrespondence[email protected]
Pages 1898-1915 | Received 03 Nov 2014, Accepted 10 Mar 2015, Published online: 16 Mar 2016

Citations (9)

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Read on this site (5)

Feng Zhen Zou & Xu Chen. (2023) A markov-modulated risk model with transaction costs and threshold dividend strategy. Communications in Statistics - Simulation and Computation 52:4, pages 1577-1590.
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Juan Liu, Ya Huang, Xuyan Xiang & Jieming Zhou. (2022) On a discrete interaction risk model with delayed claims and randomized dividends. Communications in Statistics - Theory and Methods 51:15, pages 5241-5257.
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Lili Zhang. (2021) The Erlang(n) risk model with two-sided jumps and a constant dividend barrier. Communications in Statistics - Theory and Methods 50:24, pages 5899-5917.
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Qingbin Meng & Junna Bi. (2020) On the dividends of the risk model with Markovian barrier. Communications in Statistics - Theory and Methods 49:5, pages 1272-1280.
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Yingchun Deng, Juan Liu, Ya Huang, Man Li & Jieming Zhou. (2018) On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates. Communications in Statistics - Theory and Methods 47:23, pages 5867-5883.
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Articles from other publishers (4)

Yue He, Reiichiro Kawai, Yasutaka Shimizu & Kazutoshi Yamazaki. (2023) The Gerber-Shiu discounted penalty function: A review from practical perspectives. Insurance: Mathematics and Economics 109, pages 1-28.
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Olena Ragulina & Jonas Šiaulys. (2020) Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy. Mathematics 8:11, pages 1885.
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Wenguang Yu, Peng Guo, Qi Wang, Guofeng Guan, Qing Yang, Yujuan Huang, Xinliang Yu, Boyi Jin & Chaoran Cui. (2020) On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model. Mathematics 8:4, pages 511.
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Olena Ragulina. (2019) The risk model with stochastic premiums and a multi-layer dividend strategy. Modern Stochastics: Theory and Applications, pages 285-309.
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