The Erlang(n) risk model with two-sided jumps and a constant dividend barrier

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Cited in

(5)

scientific article; zbMATH DE number 5926530 (Why is no real title available?)
The Markov additive risk process under an Erlangized dividend barrier strategy
The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier
Lévy risk model with two-sided jumps and a barrier dividend strategy
Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models

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