scientific article; zbMATH DE number 5762675
From MaRDI portal
Publication:3576115
Recommendations
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- scientific article; zbMATH DE number 6178863
- Some Optimal Dividends Problems
- Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
- Dividend barrier and ruin problems for a risk model with delayed claims
- scientific article; zbMATH DE number 5525889
- The compound Poisson risk model perturbed by diffusion with double-threshold dividend barriers to shareholders and policyholders
- Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves
- Absolute ruin problems for the risk processes with interest and a constant dividend barrier
Cited in
(7)- Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula
- Dividend payments in a jump-diffusion risk model with interest and constant dividend barrier
- A hyper-exponential jump-diffusion model under the barrier dividend strategy
- A threshold dividend strategy in a risk model with inter-claim-dependent claim sizes
- On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
- Some results on a risk model with dependence between claim sizes and claim intervals
- Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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 Q3576115)