scientific article; zbMATH DE number 3364607

zbMath0229.60063MaRDI QIDQ5637710

C. O. Segerdahl

Publication date: 1970

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (14)

Estimates for the probability of ruin starting with a large initial reserve ⋮ Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier ⋮ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. ⋮ The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier ⋮ Some first passage time problems with restricted reserve and two components of income ⋮ On a class of renewal risk models with a constant dividend barrier ⋮ The compound Poisson risk model with a threshold dividend strategy ⋮ On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier ⋮ Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier ⋮ Optimal prevention strategies in the classical risk model ⋮ The expected time to ruin in a risk process with constant barrier via martingales ⋮ On Optimal Dividend Strategies In The Compound Poisson Model ⋮ Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model ⋮ The win-first probability under interest force

This page was built for publication: