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 -