Markov-dependent risk model with multi-layer dividend strategy (Q298721): Difference between revisions

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English	Markov-dependent risk model with multi-layer dividend strategy	scientific article

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scholarly article

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Markov-dependent risk model with multi-layer dividend strategy (English)

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Applied Mathematics and Computation

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publication date

21 June 2016

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zbMATH Keywords

Markov-dependent risk model

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multi-layer dividend strategy

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integro-differential equation

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Gerber-Shiu function

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Chebyshev polynomial approximation approach

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MaRDI profile type

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full work available at URL

https://doi.org/10.1016/j.amc.2014.12.016

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A Chebyshev polynomial approach for linear Fredholm-Volterra integro-differential equations in the most general form

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On the discounted penalty function in a Markov-dependent risk model

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A Risk Model with Multilayer Dividend Strategy

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Survival probabilities in a discrete semi-Markov risk model

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Expected discounted dividends in a discrete semi-Markov risk model

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A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy

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On a perturbed MAP risk model under a threshold dividend strategy

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Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model

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Perturbed MAP Risk Models with Dividend Barrier Strategies

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A method for numerical integration on an automatic computer

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On the time to ruin for Erlang(2) risk processes.

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A numerical method for the expected penalty-reward function in a Markov-modulated jump-diffusion process

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Numerical method for a Markov-modulated risk model with two-sided jumps

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The Time Value of Ruin in a Sparre Andersen Model

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The discounted penalty function with multi-layer dividend strategy in the phase-type risk model

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On the expected discounted penalty function in a Markov-dependent risk model with a constant dividend barrier

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On ruin for the Erlang \((n)\) risk process

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The compound Poisson risk model with multiple thresholds

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On a risk model with dependence between claim sizes and claim intervals

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The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times

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Ruin probability in a semi-Markov risk model with constant interest force and heavy-tailed claims

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Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy

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The perturbed compound Poisson risk model with multi-layer dividend strategy

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On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation

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On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.AMC.2014.12.016

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Sitelinks

Mathematics(1 entry)

mardi Publication:298721

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