TY - BOOK
T1 - Threshold strategies for risk processes and their relation to queueing theory
AU - Boxma, O.J.
AU - Lopker, A.H.
AU - Perry, D.
PY - 2011
Y1 - 2011
N2 - 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.
Keywords: Queues, M/G/1, G/M/1, risk processes, ruin theory, threshold strategy, dividend
AB - 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.
Keywords: Queues, M/G/1, G/M/1, risk processes, ruin theory, threshold strategy, dividend
M3 - Report
T3 - Report Eurandom
BT - Threshold strategies for risk processes and their relation to queueing theory
PB - Eurandom
CY - Eindhoven
ER -