Year of Graduation
Perturbations at Maximum Dividend Strategies
Statistical Modelling and Actuarial Science
In this master's work, two strategies for paying dividends to the shareholders of the insurance company are considered. The study was carried out on the basis of the classical model of actuarial mathematics, the Kramer-Lundberg model. A barrier strategy and perturbation-at-maximum strategies of the insurance company are considered. As a result, mathematical expectations of discounted payments to shareholders were obtained until the insurance company was ruined.