A unifying approach to the analysis of business with random gains

DOI10.1080/03461238.2010.490027zbMath1277.60148OpenAlexW2089334458MaRDI QIDQ2866303

Eric C. K. Cheung

Publication date: 13 December 2013

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2010.490027

zbMATH Keywords

dual risk modelperpetual insurancedefective renewal equationtime of recoverydelayed renewal processrandom gains

Mathematics Subject Classification ID

Related Items (19)

Asymptotic analysis for optimal dividends in a dual risk model ⋮ On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model ⋮ SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL ⋮ The Erlang(n) risk model with two-sided jumps and a constant dividend barrier ⋮ On dividends in the phase–type dual risk model ⋮ On a time-changed Lévy risk model with capital injections and periodic observation ⋮ On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps ⋮ On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property ⋮ Duality in ruin problems for ordered risk models ⋮ Parisian ruin with random deficit-dependent delays for spectrally negative Lévy processes ⋮ A delayed dual risk model ⋮ Potential measures and expected present value of operating costs until ruin in renewal risk models with general interclaim times ⋮ A note on discounted compound renewal sums under dependency ⋮ The distributions of the time to reach a given level and the duration of negative surplus in the Erlang(2) risk model ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ ON THE COMPOUND POISSON RISK MODEL WITH PERIODIC CAPITAL INJECTIONS ⋮ Dividend problems in the dual risk model ⋮ On the Parisian ruin of the dual Lévy risk model ⋮ Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times

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