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

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Cites work

A ruin model with dependence between claim sizes and claim intervals
Computing the Gerber-Shiu function by frame duality projection
Dividend problems in the dual risk model with exponentially distributed observation time
Expected discounted penalty function for a thinning risk model
Explicit ruin formulas for models with dependence among risks
Gerber-Shiu distribution at Parisian ruin for Lévy insurance risk processes
scientific article; zbMATH DE number 2030798 (Why is no real title available?)
On a correlated aggregate claims model with thinning-dependence structure
On a general class of renewal risk process: analysis of the Gerber-Shiu function
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
On a risk model with dependence between interclaim arrivals and claim sizes
On optimal periodic dividend strategies for Lévy risk processes
On optimal periodic dividend strategies in the dual model with diffusion
On the compound Poisson risk model with periodic capital injections
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
On the time to ruin for Erlang(2) risk processes.
On the Time Value of Ruin
Optimal dividends under Erlang(2) inter-dividend decision times
Optimality of the threshold dividend strategy for the compound Poisson model
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
Randomized onservation periods for the compound Poisson risk model: dividends
Ruin under stochastic dependence between premium and claim arrivals
Singular boundary value problem for the integrodifferential equation in an insurance model with stochastic premiums: analysis and numerical solution
Structural properties of Gerber-Shiu functions in dependent Sparre Andersen models
The expected discounted penalty function under a risk model with stochastic income
The expected discounted penalty function: from infinite time to finite time

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