| Publication | Date of Publication | Type |
|---|
Optimal periodic strategies with dividends payable from gains only
Insurance Mathematics & Economics | 2026-03-12 | Paper |
Modeling discrete common-shock risks through matrix distributions
ASTIN Bulletin | 2026-01-22 | Paper |
Joint moments of discounted claims and discounted perturbation until ruin in the compound Poisson risk model with diffusion
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Finite-time ruin probabilities using bivariate Laguerre series
Scandinavian Actuarial Journal | 2023-03-13 | Paper |
Multivariate matrix-exponential affine mixtures and their applications in risk theory
Insurance Mathematics & Economics | 2022-09-14 | Paper |
A bivariate Laguerre expansions approach for joint ruin probabilities in a two-dimensional insurance risk process
Insurance Mathematics & Economics | 2022-03-10 | Paper |
Analysis of a generalized penalty function in a semi-Markovian risk model
North American Actuarial Journal | 2022-02-11 | Paper |
“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
North American Actuarial Journal | 2022-01-19 | Paper |
Moments of discounted dividends for a threshold strategy in the compound Poisson risk model
North American Actuarial Journal | 2022-01-19 | Paper |
“Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007
North American Actuarial Journal | 2022-01-10 | Paper |
“On Optimal Dividend Strategies in the Compound Poisson Model”, by Elias S. W. Shiu and Hans U. Gerber, April 2006
North American Actuarial Journal | 2022-01-10 | Paper |
“A Risk Model with Multilayer Dividend Strategy”, Hansjorg Albrecher and Jürgen Hartinger, April 2007
North American Actuarial Journal | 2022-01-10 | Paper |
Simple approximation for the ruin probability in renewal risk model under interest force via Laguerre series expansion
Scandinavian Actuarial Journal | 2021-12-08 | Paper |
Bayesian credibility under a bivariate prior on the frequency and the severity of claims
Insurance Mathematics & Economics | 2021-10-19 | Paper |
Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
Applied Mathematics and Computation | 2019-11-12 | Paper |
Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times
Scandinavian Actuarial Journal | 2019-05-10 | Paper |
Asymptotic correlation structure of discounted incurred but not reported claims under fractional Poisson arrival process
European Journal of Operational Research | 2019-03-12 | Paper |
A note on a Lévy insurance risk model under periodic dividend decisions
Journal of Industrial and Management Optimization | 2019-02-05 | Paper |
Periodic threshold-type dividend strategy in the compound Poisson risk model
Scandinavian Actuarial Journal | 2018-12-14 | Paper |
Lévy insurance risk process with Poissonian taxation
Scandinavian Actuarial Journal | 2018-07-13 | Paper |
On the discounted aggregate claim costs until ruin in dependent Sparre Andersen risk processes
Scandinavian Actuarial Journal | 2018-07-11 | Paper |
On the compound Poisson risk model with periodic capital injections
ASTIN Bulletin | 2018-06-05 | Paper |
On the dual risk model with Parisian implementation delays in dividend payments
European Journal of Operational Research | 2018-05-24 | Paper |
An IBNR-RBNS insurance risk model with marked Poisson arrivals
Insurance Mathematics & Economics | 2018-04-12 | Paper |
The Markov additive risk process under an Erlangized dividend barrier strategy
Methodology and Computing in Applied Probability | 2016-06-08 | Paper |
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Insurance Mathematics & Economics | 2015-12-14 | Paper |
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Insurance Mathematics & Economics | 2015-02-03 | Paper |
Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times
Insurance Mathematics & Economics | 2015-01-28 | Paper |
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Insurance Mathematics & Economics | 2014-07-16 | Paper |
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Insurance Mathematics & Economics | 2014-04-15 | Paper |
A note on discounted compound renewal sums under dependency
Insurance Mathematics & Economics | 2014-04-03 | Paper |
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
Scandinavian Actuarial Journal | 2013-12-17 | Paper |
On orderings and bounds in a generalized Sparre Andersen risk model
Applied Stochastic Models in Business and Industry | 2013-11-15 | Paper |
On a risk model with surplus-dependent premium and tax rates
Methodology and Computing in Applied Probability | 2012-11-05 | Paper |
Randomized onservation periods for the compound Poisson risk model: dividends
ASTIN Bulletin | 2012-06-11 | Paper |
Recursive methods for a multi-dimensional risk process with common shocks
Insurance Mathematics & Economics | 2012-04-18 | Paper |
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Insurance Mathematics & Economics | 2012-02-10 | Paper |
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Insurance Mathematics & Economics | 2012-02-10 | Paper |
On a class of stochastic models with two-sided jumps
Queueing Systems | 2012-01-26 | Paper |
Gerber-Shiu analysis with a generalized penalty function.
Scandinavian Actuarial Journal | 2011-11-26 | Paper |
A two-dimensional risk model with proportional reinsurance
Journal of Applied Probability | 2011-10-25 | Paper |
On a Generalization of the Risk Model with Markovian Claim Arrivals
Stochastic Models | 2011-10-21 | Paper |
A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium
Insurance Mathematics & Economics | 2011-08-01 | Paper |
Perturbed MAP Risk Models with Dividend Barrier Strategies
Journal of Applied Probability | 2009-07-15 | Paper |
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
ASTIN Bulletin | 2009-06-25 | Paper |
Dependent Risk Models with Bivariate Phase-Type Distributions
Journal of Applied Probability | 2009-04-14 | Paper |
