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

DOI10.1080/03610926.2020.1737712OpenAlexW3009632898MaRDI QIDQ5079181FDOQ5079181

Publication date: 25 May 2022

Published in: Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1737712

zbMATH Keywords

dividend defective renewal equation expected discounted penalty function two-sided jumps moments of the discounted dividend payments

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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Cited In (5)

Title not available (Why is that?)
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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