Upper and Lower Bounds for Dividends in the Discrete Model / D.A. Yartseva // Vestn. Mosk. Univ., Matem. Mekhan. 2009. № 5. P. 60-62 [Moscow Univ. Math. Bulletin. Vol. 64, No 5, 2009. P. 222-224]
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.