文章基本信息

标题：On the Compound Binomial Risk Model with Delayed Claims and Randomized Dividends
本地全文：下载
作者：Wat, Kam Pui ; Yuen, Kam Chuen ; Li, Wai Keung 等
期刊名称：Risks
印刷版ISSN：2227-9091
出版年度：2018
卷号：6
期号：1
页码：1-13
出版社：MDPI, Open Access Journal
摘要：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.
关键词：compound binomial risk model; delayed claims; Gerber–Shiu function; randomized dividends