On a discrete risk model with delayed claims and a randomized dividend strategy
详细信息 查看全文
- 作者：Chaolin Liu ; Zhimin Zhang
- 关键词：randomized dividend strategy ; expected discounted dividends ; difference equations ; delayed claims
- 刊名：Advances in Difference Equations
- 出版年：2015
- 出版时间：December 2015
- 年：2015
- 卷：2015
- 期：1
- 全文大小：1,437 KB
- 刊物主题：Difference and Functional Equations; Mathematics, general; Analysis; Functional Analysis; Ordinary Differential Equations; Partial Differential Equations;
- 出版者：Springer International Publishing
- ISSN：1687-1847
文摘
In this paper, we consider a discrete risk model with delayed claims and randomized dividend strategy. The expected discounted dividends before ruin are studied. Difference equations for the expected discounted dividends are derived and solved.