Discounted Dividends in a Strategy with a Step Barrier Function / A. A. Muromskaya. // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2016. № 5. P. 41-44 [Moscow Univ. Math. Bulletin. Vol. 72, N 2, 2017. P. 200-203].

A model of insurance company performance with dividend payment is studied. We investigate the dividend strategy according to which the level of the barrier can be changed after the receipt of claims. A function representing the value of expected discounted dividends paid until ruin is obtained.

Key words: classical Cramer–Lundberg risk model, dividend barrier strategy, step barrier function.

№ 5/2016