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
|Place of Publication
|Number of pages
|Published - 2011