scientific article; zbMATH DE number 5926530

zbMATH Open1240.91051MaRDI QIDQ3014802FDOQ3014802

Authors: Li Liu, Zhengwen Wang, Yali Yi 

Publication date: 19 July 2011

Title of this publication is not available (Why is that?)

Recommendations

• The perturbed compound Poisson risk model with linear dividend barrier
• The Erlang (2) risk model with a dividend barrier
• A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula
• Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula
• The Erlang(n) risk model with two-sided jumps and a constant dividend barrier
• scientific article; zbMATH DE number 718680
• The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time
• On a Classical Risk Model with a Constant Dividend Barrier
• On a discrete-time risk model with random income and a constant dividend barrier
• A perturbed Markov-modulated dual risk model with constant dividend barrier

zbMATH Keywords

Laplace transformintegro-differential equationPoisson-Erlang risk model

Mathematics Subject Classification ID

Cited In (3)

• Absolute ruin in the compound Poisson risk model with constant dividend barrier
• A constant dividend barrier in a risk model with Farlie-Gumbel-Morgenstern copula
• A correlated two-sided jump-diffusion model under barrier dividend

This page was built for publication:

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3014802)