Threshold strategies for risk processes and their relation to queueing theory
نویسنده
چکیده
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.
منابع مشابه
NEW FRONTIERS IN APPLIED PROBABILITY A Festschrift for SØREN ASMUSSEN Edited by P. GLYNN, T. MIKOSCH and T. ROLSKI Part 1. Risk theory THRESHOLD STRATEGIES FOR RISK PROCESSES AND THEIR RELATION TO QUEUEING THEORY
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.
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