The absolute ruin insurance risk model with a threshold dividend strategy

Cites Work

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Optimal time-consistent investment and reinsurance policies for mean-variance insurers
Ruin theory with stochastic return on investments
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Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
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On absolute ruin minimization under a diffusion approximation model
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Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
On the classical risk model with credit and debit interests under absolute ruin
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Infinite-time absolute ruin in dependent renewal risk models with constant force of interest

Cited In (13)

On the dual risk model with Parisian implementation delays under a mixed dividend strategy
On a discrete interaction risk model with delayed claims and randomized dividends
Ruin-related problems in the dual risk model under two different randomized observations
Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
Estimating the Gerber-Shiu expected discounted penalty function for Lévy risk model
Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation
Optimal investment policy for insurers under the constant elasticity of variance model with a correlated random risk process
Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy
The properties of generalized collision branching processes
Partially observed nonzero-sum differential game of BSDEs with delay and applications
Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails
The absolute ruin risk model with constant interest investment and linear threshold dividend strategy

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