in this paper, a compound binomial risk model in the presence of a constant dividend barrier is studied. two types of individual claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim randomly and may be delayed for one time period with a certain probability. in the evaluation of the moments of the present value of dividends, the interest rates are ass...

different areas of modern financial tools and processes activities contain the matters like innovations in financial tools engineering and risk management. derivatives and especially stock exchange option is part of this innovation. among all numerical procedures in calculating the value of derivatives and the risk sensitivity parameters of option, binomial models are widely used. in this stud...

In this paper, we discuss a generalization of the classical compound Poisson model with claim sizes following distribution. As applications, consider models involving zero-truncated geometric, negative-binomial and binomial batch-claim arrivals. We also provide some ruin-related quantities under resulting risk models. Finally, through numerical examples, visualize behavior these quantities.