Dividend problems in the dual risk model

DOI10.1016/j.insmatheco.2013.10.003zbMath1290.91073MaRDI QIDQ2015662

Lourdes B. Afonso, Alfredo D. Egídio dos Reis, Rui M. R. Cardoso

Publication date: 23 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.003

zbMATH Keywords

classical risk model; dual risk model; ruin probabilities; discounted dividends; dividend amounts; dividend probabilities; number of dividends

Mathematics Subject Classification ID

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