On the improved thinning risk model under a periodic dividend barrier strategy

DOI10.3934/MATH.2021779OpenAlexW3199185007MaRDI QIDQ2142913FDOQ2142913

Publication date: 30 May 2022

Published in: AIMS Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/math.2021779

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Mathematics Subject Classification ID

Financial and insurance mathematics (aspects of mathematics education) (97M30)

Cites Work

On the time to ruin for Erlang(2) risk processes.
On a risk model with dependence between interclaim arrivals and claim sizes
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes
On the Time Value of Ruin
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
Randomized onservation periods for the compound Poisson risk model: dividends
On optimal periodic dividend strategies in the dual model with diffusion
Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution
The expected discounted penalty function under a risk model with stochastic income
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Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
Explicit ruin formulas for models with dependence among risks
On a correlated aggregate claims model with thinning-dependence structure
A ruin model with dependence between claim sizes and claim intervals
On a general class of renewal risk process: analysis of the Gerber-Shiu function
Optimality of the threshold dividend strategy for the compound Poisson model
On optimal periodic dividend strategies for Lévy risk processes
On the compound Poisson risk model with periodic capital injections
Computing the Gerber-Shiu function by frame duality projection
Ruin under stochastic dependence between premium and claim arrivals
Optimal dividends under Erlang(2) inter-dividend decision times
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Dividend problems in the dual risk model with exponentially distributed observation time
The expected discounted penalty function: from infinite time to finite time
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
Expected discounted penalty function for a thinning risk model

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