A process with stochastic claim frequency and a linear dividend barrier

DOI10.1016/S0167-6687(98)00037-7zbMath0944.91032MaRDI QIDQ1293811

Thomas Siegl, Robert F. Tichy

Publication date: 26 September 2000

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

zbMATH Keywords

risk process; Poisson process; survival probability; linear dividend barrier; stochastic claim frequency; storm damage insurance

Mathematics Subject Classification ID

60K10: Applications of renewal theory (reliability, demand theory, etc.)

60K05: Renewal theory

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Cites Work

• The Wiener process with drift between a linear retaining and an absorbing barrier
• On the probability of ruin in the presence of a linear dividend barrier
• Risk theory in a Markovian environment
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