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The compound Poisson risk model with random gains and periodic dividend strategy
WANG Qian-qian,LIU Chao-Lin,ZHANG Zhi-Min *
College of Mathematics and Statistics, Chongqing University, Chongqing, 401331
*Correspondence author
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Funding: 教育部博士点基金（No.20110191120044）, 国家自然科学基金（No.11101451）
Opened online:11 April 2016
Accepted by: none
Citation: WANG Qian-qian,LIU Chao-Lin,ZHANG Zhi-Min.The compound Poisson risk model with random gains and periodic dividend strategy[OL]. [11 April 2016] http://en.paper.edu.cn/en_releasepaper/content/4682999
 
 
In this paper, we consider a compound Poisson risk model with random gains and periodic dividend strategy. At a sequence of dividend decision times, the insurer observes the surplus level to decide dividend payments. We study the expected discounted dividend payments until ruin. Integro-differential equations are derived and solved. At last, we present some numerical results when the claim sizes follow exponential distribution.
Keywords:Compound Poisson model; Periodic dividend strategy; Random gains; Expected discounted dividends; Integro-differential equation
 
 
 

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