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
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
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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