Modeling and asymptotic analysis of insurance company performance

DOI10.1080/03610918.2019.1612911zbMath1497.91262OpenAlexW2946817280MaRDI QIDQ5082734

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Publication date: 21 June 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2019.1612911

zbMATH Keywords

simulationParisian ruinstatistical estimatesdividends with Parisian implementation delay

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial mathematics (91G05)

Related Items (1)

Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes

Cites Work

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• On barrier strategy dividends with Parisian implementation delay for classical surplus processes
• A threshold-based risk process with a waiting period to pay dividends
• Optimal Control and Sensitivity Analysis for Two Risk Models
• The Methods of Distances in the Theory of Probability and Statistics
• OPTIMAL REINSURANCE AND DIVIDEND DISTRIBUTION POLICIES IN THE CRAMER-LUNDBERG MODEL
• A Stochastic Extension of the Miller‐Modigliani Framework¹
• Strategies for Dividend Distribution: A Review
• Resultados de optimalidad para problemas de dividendos en seguros;Optimality results for dividend problems in insurance

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