Concepedia

The compound binomial model with randomized decisions on paying dividends

Jiyang Tan, Xiangqun Yang

Insurance Mathematics and Economics · 2006 · 34 citations · 11 references

DOI

Concepts

References

11

The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin

Hans U. Gerber, Elias S. W. Shiu · Insurance Mathematics and Economics · 1997 · 214 citations

, , +6

Mathematical Fun with the Compound Binomial Process

Hans U. Gerber · Astin Bulletin · 1988 · 172 citations · Full text

, , +17

The Probability of Eventual Ruin in the Compound Binomial Model

Elias S. W. Shiu · Astin Bulletin · 1989 · 128 citations · Full text

, , +9

Ruin probabilities in the compound binomial model

Gordon E. Willmot · Insurance Mathematics and Economics · 1993 · 106 citations

, , +9

Discounted probabilities and ruin theory in the compound binomial model

Shixue Cheng, Hans U. Gerber, Elias S. W. Shiu · Insurance Mathematics and Economics · 2000 · 102 citations

, , +9