Dividend problems in the dual risk model

DOI10.1016/J.INSMATHECO.2013.10.003zbMATH Open1290.91073OpenAlexW2080634005MaRDI QIDQ2015662FDOQ2015662

Authors: Lourdes B. Afonso, Rui M. R. Cardoso, A. D. E. dos Reis Edit this on Wikidata

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

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zbMATH Keywords

classical risk modeldual risk modelruin probabilitiesdiscounted dividendsdividend amountsdividend probabilitiesnumber of dividends

Mathematics Subject Classification ID

Cites Work

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• Optimal Dividends in the Dual Model with Diffusion
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• On a dual model with a dividend threshold
• Optimizing venture capital investments in a jump diffusion model
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• Optimal dividends with incomplete information in the dual model
• A unifying approach to the analysis of business with random gains
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• On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
• Total duration of negative surplus for the dual model
• Equilibrium compound distributions and stop-loss moments

Cited In (26)

• Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
• Dividend problems in the dual risk model with exponentially distributed observation time
• On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models
• 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
• Equilibrium dividend strategy with non-exponential discounting in a dual model
• The dual risk model with dividends taken at arrival
• Asymptotic analysis for optimal dividends in a dual risk model
• A dual risk model with additive and proportional gains: ruin probability and dividends
• On finite-time ruin probabilities in a generalized dual risk model with dependence
• Duality in ruin problems for ordered risk models
• Some results behind dividend problems
• 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
• A delayed dual risk model
• On the optimal dividend problem in the dual model with surplus-dependent premiums
• 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 evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property
• On the dual risk model with Parisian implementation delays in dividend payments

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