A process with stochastic claim frequency and a linear dividend barrier
From MaRDI portal
Publication:1293811
DOI10.1016/S0167-6687(98)00037-7zbMath0944.91032MaRDI QIDQ1293811
Publication date: 26 September 2000
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
risk processPoisson processsurvival probabilitylinear dividend barrierstochastic claim frequencystorm damage insurance
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (13)
Some results behind dividend problems ⋮ On the dividends of the risk model with Markovian barrier ⋮ Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE ⋮ The Erlang(n) risk model with two-sided jumps and a constant dividend barrier ⋮ The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier ⋮ Lévy risk model with two-sided jumps and a barrier dividend strategy ⋮ The compound Pascal model with dividends paid under random interest ⋮ Pricing and simulating catastrophe risk bonds in a Markov-dependent environment ⋮ Geometric Brownian Motion Models for Assets and Liabilities: From Pension Funding to Optimal Dividends ⋮ Optimal Dividends ⋮ Review of statistical actuarial risk modelling ⋮ On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times ⋮ Strategies for Dividend Distribution: A Review
Cites Work
This page was built for publication: A process with stochastic claim frequency and a linear dividend barrier