Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model

Cites Work

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Optimal choice of dividend barriers for a risk process with stochastic return on investments
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Cited In (14)

Some state-specific exit probabilities in a Markov-modulated risk model
The absolute ruin insurance risk model with a threshold dividend strategy
Strategies for Dividend Distribution: A Review
The Markovian regime-switching risk model with a threshold dividend strategy
The distribution of total dividend payments in a Sparre Andersen model
The Expected Discounted Penalty at Ruin for a Markov-Modulated Risk Process Perturbed by Diffusion
Distribution of the Present Value of Dividend Payments in a Lévy Risk Model
Analysis of a Generalized Penalty Function in a Semi-Markovian Risk Model
A generalized penalty function with the maximum surplus prior to ruin in a MAP risk model
Moments of Discounted Dividends for a Threshold Strategy in the Compound Poisson Risk Model
A unified analysis of claim costs up to ruin in a Markovian arrival risk model
Analysis of risk models using a level crossing technique
Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers
The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier

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