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The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments

  • Conference paper
Nonlinear Mathematics for Uncertainty and its Applications

Part of the book series: Advances in Intelligent and Soft Computing ((AINSC,volume 100))

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Abstract

We consider a discrete time risk process with stochastic return on investments based on the compound binomial model, and we are interested in the expected present value of all dividends paid out until ruin occurs when the insurer uses a simple barrier strategy.

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Author information

Authors and Affiliations

  1. Department of mathematics, Xiangtan University, Xiangtan, 411105, China

    Jiyang Tan & Shaoyue Liu

  2. Department of mathematics, Hunan Normal University, Changsha, 410081, China

    Xiangqun Yang

  3. Hengyang Finance Economics and Industry Vocational College, Hengyang, 421003, China

    Youcai Zhang

Authors
  1. Jiyang Tan
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  2. Xiangqun Yang
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  3. Youcai Zhang
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  4. Shaoyue Liu
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Editor information

Editors and Affiliations

  1. College of Applied Sciences, Beijing University of Technology, 100 Pingleyuan, 100124, Chaoyang District, Beijing, P.R. China

    Shoumei Li , Xia Wang  & Li Guan ,  & 

  2. Department of Systems Design and Informatics, Kyushu Institute of Technology, 680-4, Kawazu, 820-8502, lizuka, Japan

    Yoshiaki Okazaki

  3. Department of Mathematics, Shinshu University, 4-17-1 Wakasato, 380-8553, Nagano, Japan

    Jun Kawabe

  4. Department of Computational Intelligence and Systems Science, Tokyo Institute of Technology, 4259-G3-47, Nagatsuta, Midori-ku, 226-8502, Yokohama, Japan

    Toshiaki Murofushi

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© 2011 Springer-Verlag Berlin Heidelberg

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Tan, J., Yang, X., Zhang, Y., Liu, S. (2011). The Dividend Problems for Compound Binomial Model with Stochastic Return on Investments. In: Li, S., Wang, X., Okazaki, Y., Kawabe, J., Murofushi, T., Guan, L. (eds) Nonlinear Mathematics for Uncertainty and its Applications. Advances in Intelligent and Soft Computing, vol 100. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-22833-9_28

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  • DOI: https://doi.org/10.1007/978-3-642-22833-9_28

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-22832-2

  • Online ISBN: 978-3-642-22833-9

  • eBook Packages: EngineeringEngineering (R0)

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