Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy

Upper Bounds and Explicit Formulas for the Ruin Probability in the Risk Model with Stochastic Premiums and a Multi-Layer Dividend Strategy

This paper is devoted to the investigation of the ruin probability in the risk model with stochastic premiums where dividends are paid according to a multi-layer dividend strategy. We obtain an exponential bound for the ruin probability and investigate conditions, under which it holds for a number o...

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Bibliographic Details
Main Authors: Olena Ragulina, Jonas Šiaulys
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Mathematics
Subjects:
risk model
stochastic premiums
ruin probability
net profit condition
multi-layer dividend strategy
constant dividend strategy
Online Access:https://www.mdpi.com/2227-7390/8/11/1885

Internet

https://www.mdpi.com/2227-7390/8/11/1885

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