De Finetti's Dividend Problem and Impulse Control for a Two-Dimensional Insurance Risk Process
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Publication:3006673
DOI10.1080/15326349.2011.567930zbMath1214.91051arXiv0906.2100MaRDI QIDQ3006673
Zbigniew Palmowski, Irmina Czarna
Publication date: 20 June 2011
Published in: Stochastic Models (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0906.2100
Related Items
Asymptotic analysis of risk quantities conditional on ruin for multidimensional heavy-tailed random walks, Recursive methods for a multi-dimensional risk process with common shocks
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