Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika
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Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika, 2009, Number 5, Pages 60–62 (Mi vmumm907)  
Short notes

Upper and lower bounds for dividends in the discrete model

D. A. Yartseva

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics
Full-text PDF (231 kB)
Abstract: A discrete model of capital of an insurance company using a barrier strategy is considered. Properties of the expected discounted dividends until ruin are studied. Assuming that the company can function after ruin and its shareholders cover the deficit and raise the capital up to some positive level, the total expected discounted profit is studied. Upper and lower bounds for dividends and profit are obtained.
Key words: discounted dividends, discrete-time model, upper and lower bounds.
Funding agency Grant number
Russian Foundation for Basic Research 07-01-00362-а
Received: 05.11.2008
Bibliographic databases:
Document Type: Article
UDC: 519.21
Language: Russian
Citation: D. A. Yartseva, “Upper and lower bounds for dividends in the discrete model”, Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2009, no. 5, 60–62
Citation in format AMSBIB
\Bibitem{Yar09}
\by D.~A.~Yartseva
\paper Upper and lower bounds for dividends in the discrete model
\jour Vestnik Moskov. Univ. Ser.~1. Mat. Mekh.
\yr 2009
\issue 5
\pages 60--62
\mathnet{http://mi.mathnet.ru/vmumm907}
\mathscinet{https://mathscinet.ams.org/mathscinet-getitem?mr=2664876}
\zmath{https://zbmath.org/?q=an:1304.91137}
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