On a Classical Risk Model with a Constant Dividend Barrier

DOI10.1080/10920277.2005.10596228zbMath1215.60051OpenAlexW2076375040MaRDI QIDQ3010447

Xiao-Wen Zhou

Publication date: 2 July 2011

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://spectrum.library.concordia.ca/6659/1/10_04_Zhou.pdf

zbMATH Keywords

ruinriskmodelLaplace

Mathematics Subject Classification ID

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Cites Work

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• The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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• Joint distributions of some actuarial random vectors containing the time of ruin
• The joint density function of three characteristics on jump-diffusion risk process.
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• How long is the surplus below zero?
• When does surplus reach a certain level before ruin?
• On a class of renewal risk models with a constant dividend barrier
• Some Optimal Dividends Problems
• On the distribution of the duration of negative surplus
• On the Distribution of the Surplus Prior and at Ruin
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
• Games of Economic Survival with Discrete- and Continuous-Income Processes
• Optimal Dividends
• On the Time Value of Ruin

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