On a discrete risk model with delayed claims and a randomized dividend strategy

Abstract

In this paper, we consider a discrete risk model with delayed claims and randomized dividend strategy. The expected discounted dividends before ruin are studied. Difference equations for the expected discounted dividends are derived and solved.

On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model

“…Yang and Deng [25] study the discounted Gerber-Shiu type function for a perturbed risk model with interest and periodic dividend strategy. Other recent articles on risk models with dividend strategy and capital injection involving periodic observations can be found in Zhang and Liu [26], Zhang [27], Zhang and Han [28], Zhao et al [29], Pérez and Yamazaki [30], Noba et al [31], Dong and Zhou [32], Xu et al [33], Zhang et al [34], Liu and Yu [35], Zhang and Cheung [36], Yu et al [37] and Liu and Zhang [38].…”

On a Discrete Markov-Modulated Risk Model with Random Premium Income and Delayed Claims

“…Li and Wu [11] calculated the total expected discounted dividends up to the time of ruin in a discrete time risk model with delayed claims and a constant dividend barrier. Other risk models involving delayed claims were studied by Xiao and Guo [12], Bao and Liu [13], Zhou et al [14], Yuen et al [15], Liu and Zhang [16], Deng et al [17], and the references therein.…”