Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869): Difference between revisions

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+https://doi.org/10.1007/s10114-012-0353-3
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+W2092573791
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+Q5588331
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+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
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+Methods for estimating the optimal dividend barrier and the probability of ruin
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+“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
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+Some Optimal Dividends Problems
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+On a class of renewal risk models with a constant dividend barrier
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