He, Lei; Yang, Xiangqun - In: Insurance: Mathematics and Economics 46 (2010) 3, pp. 443-449
Considering surplus of a joint stock insurance company based on compound binomial model, set up thresholds a1, a2 for shareholders and policyholders respectively. When surplus is no less than the thresholds, the company randomly pays dividends to shareholders and policyholders with probabilities...
