Dividend Barrier Strategies in A Renewal Risk Model with Generalized Erlang Interarrival Times

DOI10.1080/10920277.2012.10597645zbMath1291.91123OpenAlexW2052122725MaRDI QIDQ5168704

Hanspeter Schmidli, Yuliya S. Mishura

Publication date: 19 July 2014

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2012.10597645

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (1)

Optimal dividend strategies in a renewal risk model with phase-type distributed interclaim times

Cites Work

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• On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
• A Note on the Dividends-Penalty Identity and the Optimal Dividend Barrier
• Martingales and insurance risk

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