“Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model,” Shaunming Li and Yi Lu, April 2007

DOI10.1080/10920277.2007.10597494zbMATH Open1480.91194OpenAlexW2093746732MaRDI QIDQ5019776FDOQ5019776

Authors: Eric C. K. Cheung 

Publication date: 10 January 2022

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

Full work available at URL: https://doi.org/10.1080/10920277.2007.10597494

Mathematics Subject Classification ID

Actuarial mathematics (91G05) Integro-ordinary differential equations (45J05)

Cites Work

• The Time Value of Ruin in a Sparre Andersen Model
• Title not available (Why is that?)

Cited In (3)

• The distribution of total dividend payments in a Sparre Andersen model
• A unified analysis of claim costs up to ruin in a Markovian arrival risk model
• The time of recovery and the maximum severity of ruin in a Sparre Andersen model

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