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

DOI10.1080/10920277.2007.10597494zbMath1480.91194OpenAlexW2093746732MaRDI QIDQ5019776

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

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

Related Items (3)

A unified analysis of claim costs up to ruin in a Markovian arrival risk model ⋮ The distribution of total dividend payments in a Sparre Andersen model ⋮ The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model

Cites Work

• The Time Value of Ruin in a Sparre Andersen Model
• Unnamed Item

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