A delayed dual risk model
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Cites work
- A unifying approach to the analysis of business with random gains
- Analysis of a defective renewal equation arising in ruin theory
- Asymptotic results for perturbed risk processes with delayed claims
- Delay in claim settlement
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- Dividend problems in the dual risk model
- Explosive Poisson shot noise processes with applications to risk reserves
- Letter to the Editor—The Output of an M/G/∞ Queuing System is Poisson
- On a dual model with a dividend threshold
- On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
- On the dual risk model with tax payments
- On the Ruin Problem of Collective Risk Theory
- On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
- On Ultimate Ruin in a Delayed-Claims Risk Model
- Optimal dividends in the dual model
- Optimizing venture capital investments in a jump diffusion model
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- Ruin problems under IBNR dynamics
- Some advances on the Erlang(\(n\)) dual risk model
- The ruin time under the Sparre Andersen dual model
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