Abstract
We consider a risk model with threshold strategy, where the insurance company pays off a certain percentage of the income as dividend whenever the current surplus is larger than a given threshold. We investigate the ruin time, ruin probability, and the total dividend, using methods and results from queueing theory.
| Original language | English |
|---|---|
| Pages (from-to) | 29-38 |
| Number of pages | 10 |
| Journal | Journal of Applied Probability |
| Volume | 48A |
| DOIs | |
| State | Published - Aug 2011 |
Keywords
- Dividend
- G/M/1
- M/G/1
- Queue
- Risk process
- Ruin theory
- Threshold strategy
ASJC Scopus subject areas
- Statistics and Probability
- General Mathematics
- Statistics, Probability and Uncertainty
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