On the Expected Present Value of Total Dividends in a Risk Model with Potentially Delayed Claims  

作　　者：Xie Jie-hua Zou Wei Wang De-hui 

机构地区：[1]School of Economics and Trade, Nanchang Institute of Technology [2]Department of Science, Nanchang Institute of Technology

出　　处：《Communications in Mathematical Research》2013年第3期193-202,共10页数学研究通讯（英文版）

基　　金：The NSF (11201217) of China;the NSF (20132BAB211010) of Jiangxi Province

摘　　要：In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. The dividend policy that certain amount of dividends will be paid as long as the surplus is greater than a constant dividend barrier is also introduced into this delayed claims risk model. By means of the probability generating functions, formulae for the expected present value of total dividend payments prior to ruin are obtained for discrete-type individual claims. Explicit expressions for the corresponding results are derived for K n claim amount distributions. Numerical illustrations are also given.In this paper, we consider a risk model in which two types of individual claims, main claims and by-claims, are defined. Every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. The dividend policy that certain amount of dividends will be paid as long as the surplus is greater than a constant dividend barrier is also introduced into this delayed claims risk model. By means of the probability generating functions, formulae for the expected present value of total dividend payments prior to ruin are obtained for discrete-type individual claims. Explicit expressions for the corresponding results are derived for K n claim amount distributions. Numerical illustrations are also given.

关 键 词：compound binomial model delayed claim DIVIDEND expected present value 

分 类 号：F830[经济管理—金融学] F224