On a class of stationary renewal risk model with constant dividend barrier

zbMATH Open1174.91516MaRDI QIDQ5452848FDOQ5452848

Authors: Xuquan Wu, Haili Yuan, Yijun Hu 

Publication date: 4 April 2008

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zbMATH Keywords

expected discounted penalty functionruin problemdividend barrierstationary renewal risk model

Mathematics Subject Classification ID

Markov renewal processes, semi-Markov processes (60K15)

Cited In (7)

• On a discrete-time risk model with random income and a constant dividend barrier
• The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
• Stationary distribution of the surplus in a risk model with dividends and reinvestments
• On a barrier strategy for the classical risk process with constant interest force
• On a Classical Risk Model with a Constant Dividend Barrier
• Some results about the dividend-penalty identity
• On a class of renewal risk models with a constant dividend barrier

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