Article contents
Threshold strategies for risk processes and their relation to queueing theory
Published online by Cambridge University Press: 14 July 2016
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.
MSC classification
- Type
- Part 1. Risk Theory
- Information
- Journal of Applied Probability , Volume 48 , Issue A: New Frontiers in Applied Probability (Journal of Applied Probability Special Volume 48A) , August 2011 , pp. 29 - 38
- Copyright
- Copyright © Applied Probability Trust 2011
References
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