The dual risk model with dividends taken at arrival
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Publication:1622513
DOI10.1016/j.insmatheco.2018.09.005zbMath1417.91263OpenAlexW2893509752WikidataQ129195921 ScholiaQ129195921MaRDI QIDQ1622513
Publication date: 19 November 2018
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://research.tue.nl/nl/publications/5fdd59ad-c443-484d-82af-84030a12d795
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A dividend optimization problem with constraint of survival probability in a Markovian environment model ⋮ A dual risk model with additive and proportional gains: ruin probability and dividends
Cites Work
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- Optimal dividend problem with a terminal value for spectrally positive Lévy processes
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- Introductory lectures on fluctuations of Lévy processes with applications.
- Strategies for Dividend Distribution: A Review
- ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
- ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
- A Combinatorial Method in the Theory of Queues
- Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance
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