“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
From MaRDI portal
Publication:5022548
DOI10.1080/10920277.2008.10597525zbMath1481.91165OpenAlexW2061261154MaRDI QIDQ5022548
Publication date: 19 January 2022
Published in: North American Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/10920277.2008.10597525
Related Items (4)
On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ Moments of discounted aggregate claim costs until ruin in a Sparre Andersen risk model with general interclaim times ⋮ Strategies for Dividend Distribution: A Review
Cites Work
- Unnamed Item
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier
- Optimal dividends in the dual model
- Analysis of a threshold dividend strategy for a MAP risk model
- Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
- Efficient algorithms for transient analysis of stochastic fluid flow models
This page was built for publication: “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
