American Journal of Theoretical and Applied Statistics

Volume 13, Issue 1, February 2024

  • Research Article

    On Sparre Andersen Model with Partial Premium Payment Strategy to Shareholders with Dependence via Sperman Copula

    Delwendé Abdoul-Kabir Kafando, François Xavier Ouedraogo, Lassané Sawadogo, Kiswendsida Mahamoudou Ouedraogo, Pierre Clovis Nitiema

    Issue: Volume 13, Issue 1, February 2024
    Pages: 1-7
    Received: Dec. 08, 2023
    Accepted: Dec. 22, 2023
    Published: Jan. 08, 2024
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    Abstract: This paper is based on the Poisson composite risk model, popularised for its flexibility in modelling loss occurrences. However, it innovates by incorporating a strategy of distributing dividends to shareholders, adding a realistic dimension to the financial implications. A key element is the introduction of a constant threshold 'b', representing a... Show More