classical risk modeldual risk modelruin probabilitiesdiscounted dividendsdividend amountsdividend probabilitiesnumber of dividends
Recommendations
- The dual risk model with dividends taken at arrival
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- On dividends in the phase-type dual risk model
- Ruin and dividend measures in the renewal dual risk model
- A dual risk model with additive and proportional gains: ruin probability and dividends
Cites work
- scientific article; zbMATH DE number 2130681 (Why is no real title available?)
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3301915 (Why is no real title available?)
- scientific article; zbMATH DE number 3312403 (Why is no real title available?)
- scientific article; zbMATH DE number 3333061 (Why is no real title available?)
- A unifying approach to the analysis of business with random gains
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- Equilibrium compound distributions and stop-loss moments
- On a dual model with a dividend threshold
- On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
- Optimal Dividends in the Dual Model with Diffusion
- Optimal dividends in the dual model
- Optimal dividends with incomplete information in the dual model
- Optimizing venture capital investments in a jump diffusion model
- Ruin probabilities of a dual Markov-modulated risk model
- Some Optimal Dividends Problems
- Strategies for dividend distribution: a review
- Total duration of negative surplus for the dual model
Cited in
(26)- Dividend problems in the dual risk model with exponentially distributed observation time
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
- Equilibrium dividend strategy with non-exponential discounting in a dual model
- Dividend problems with a barrier strategy in the dual risk model until bankruptcy
- On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
- The dual risk model with dividends taken at arrival
- On finite-time ruin probabilities in a generalized dual risk model with dependence
- Asymptotic analysis for optimal dividends in a dual risk model
- A dual risk model with additive and proportional gains: ruin probability and dividends
- Some results behind dividend problems
- Duality in ruin problems for ordered risk models
- Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
- CORPORATE BOND RISK FROM STOCK DIVIDEND UNCERTAINTY
- Ruin and dividend measures in the renewal dual risk model
- On the optimal dividend problem in the dual model with surplus-dependent premiums
- A delayed dual risk model
- Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes
- On a dual risk model with interest and a constant dividend barriers
- Some advances on the Erlang(\(n\)) dual risk model
- The dual risk model under a mixed ratcheting and periodic dividend strategy
- Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
- On dividends in the phase-type dual risk model
- On the dual risk model with Parisian implementation delays in dividend payments
- On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
This page was built for publication: Dividend problems in the dual risk model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2015662)
