The absolute ruin insurance risk model with a threshold dividend strategy
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Cites work
- scientific article; zbMATH DE number 3141417 (Why is no real title available?)
- scientific article; zbMATH DE number 51897 (Why is no real title available?)
- Absolute ruin problems for the risk processes with interest and a constant dividend barrier
- Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves
- Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
- Asymptotics and uniform asymptotics for finite-time and infinite-time absolute ruin probabilities in a dependent compound renewal risk model
- Asymptotics for ruin probabilities of a non-standard renewal risk model with dependence structures and exponential Lévy process investment returns
- Asymptotics for the infinite-time absolute ruin probabilities in time-dependent renewal risk models
- Central limit theorem for functional of jump Markov processes
- Dividend payments in the classical risk model under absolute ruin with debit interest
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- Infinite-time absolute ruin in dependent renewal risk models with constant force of interest
- Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment
- Moments of the dividend payments and related problems in a Markov-modulated risk model
- On absolute ruin minimization under a diffusion approximation model
- On the classical risk model with credit and debit interests under absolute ruin
- On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
- On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
- On the expected discounted penalty function at ruin of a surplus process with interest.
- On the time value of absolute ruin with debit interest
- Optimal dividend control for a generalized risk model with investment incomes and debit interest
- Optimal time-consistent investment and reinsurance policies for mean-variance insurers
- Ruin in the perturbed compound Poisson risk process under interest force
- Ruin theory with stochastic return on investments
- Singular optimal dividend control for the regime-switching Cramér-Lundberg model with credit and debit interest
- Spectrally negative Lévy processes with Parisian reflection below and classical reflection above
- Uniform asymptotics for ruin probabilities in a dependent renewal risk model with stochastic return on investments
Cited in
(13)- On a discrete interaction risk model with delayed claims and randomized dividends
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy
- 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
- Partially observed nonzero-sum differential game of BSDEs with delay and applications
- The properties of generalized collision branching processes
- Estimating the Gerber-Shiu function in a compound Poisson risk model with stochastic premium income
- The absolute ruin risk model with constant interest investment and linear threshold dividend strategy
- Ruin problems of multidimensional risk models under constant interest rates and dependent risks with heavy tails
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