scientific article; zbMATH DE number 3312403

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On a dual model with a dividend threshold
Optimal multi-period insurance contracts
Use of stochastic control theory to model a forest management system
Balancing an insurance portfolio by class of business
Martingales in Markov processes applied to risk theory
Calculation of the maximum retentions in XL reinsurance
Calculation of the probability of eventual ruin by Beekman's convolution series
A managerial approach to risk theory: Some suggestions from the theory of financial desicions
Further use of Shiu's approach to the evaluation of ultimate ruin probabilities
On the computation of the aggregate claim distribution when individual claims are inverse Gaussian
Ruin probability by operational calculus
The moments of ruin time in the classical risk model with discrete claim size distribution
On the computation of aggregate claims distributions: some new approximations
Inequality extensions of Prabhu's formula in ruin theory
Controlled diffusion models for optimal dividend pay-out
The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
On a gamma series expansion for the time-dependent probability of collective ruin
A solution to the ruin problem for Pareto distributions.
Obituary: William S. Jewell (1932--2003)
Duality in ruin problems for ordered risk models
On the dual risk model with Parisian implementation delays in dividend payments
Dividend problems in the dual risk model
The perturbed dual risk model with constant interest and a threshold dividend strategy
Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
Optimal dividend-equity issuance strategy in a dual model with fixed and proportional transaction costs
Overdispersed and underdispersed Poisson generalizations
The composite iteration algorithm for finding efficient and financially fair risk-sharing rules
On the credibility of insurance claim frequency: generalized count models and parametric estimators
Two-Sided Bounds for the Finite Time Probability of Ruin
Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences
A unifying approach to the analysis of business with random gains
Bi-seasonal discrete time risk model
On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
Comment on the paper The impact of covariates on a bonus-malus system: an application of Taylor's model by Lemaire, Park \& Wang
A Direct Approach to a First-Passage Problem with Applications in Risk Theory
The ruin problem for mixed poisson risk processes
Ruin probability in the three-seasonal discrete-time risk model
Crossing Properties of Mixture Distributions
Bisk theory and its statistics enyiroment
On Posterior Probabilities and Moments in Mixed Poisson Processes
Total duration of negative surplus for the dual model
On the upcrossing and downcrossing probabilities of a dual risk model with phase-type gains
On finite-time ruin probabilities for classical risk models
Optimal Retention for a Stop-loss Reinsurance Under the VaR and CTE Risk Measures
Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
A system of integro-differential-difference equations in risk theory, using compound birth-death processes
Ruin probabilities and the compound Poisson-Markov chain
Probability of ruin with variable premium rate
A stochastic model of computer use
On Some Statistical Methods Connected with the Mixed Poisson Process
An approach to the retention problem based on claim experience
Selecting rational insurance coverage
The distribution of aggregate claims
Credibility premium plans which make allowance for bonus hunger
A note on the use of Laguerre polynomials in the inversion of Laplace transforms
On the radius of convergence of an inverted Taylor series with particular reference to the solution of characteristic equations
Eine neue Methode zur Berechnung der Ruinwahrscheinlichkeit mittels Laguerre-Entwicklung
When does a renewal, or other stationary point process, start?
Use of differential and integral inequalities to bound ruin and queuing probabilities
Numerical inversion of characteristic functions
Concerning the use of Laguerre Polynomials for Inversion of Laplace Transforms in Risk Theory
Representation and explicit calculation of Finite-time ruin probabilities
The probability of ruin in finite time with discrete claim size distribution
On a dual model with barrier strategy
Some advances on the Erlang(\(n\)) dual risk model
On dividends in the phase-type dual risk model
Asymptotic analysis and optimization of some insurance models
Linear versus nonlinear allocation rules in risk sharing under financial fairness
On the distribution of the duration of negative surplus
Optimal dividend strategy in compound binomial model with bounded dividend rates
The numerical calculation ofU(w, t), the probability of non-ruin in an interval (0,t)
Dispersion statistics in overdispersed mixture models
Review of statistical actuarial risk modelling
On optimal dividend strategies in the compound Poisson model
James C. Hickman
“Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008
Strategies for dividend distribution: a review
Ruin probabilities for the phase-type dual model perturbed by diffusion
Efficiency of institutional spending and investment rules
Ruin probabilities of a dual Markov-modulated risk model
On the Time Value of Ruin
Utility Functions
On the dual risk model with Parisian implementation delays under a mixed dividend strategy
Ruin-related problems in the dual risk model under two different randomized observations
Finite-time ruin probability in the inhomogeneous claim case
An elementary approach to discrete models of dividend strategies
On a class of stochastic models with two-sided jumps
Another look at the Picard--Lefèvre formula for finite-time ruin probabilities
On blocked Poisson processes in risk theory
The asymptotic ruin problem when the healthy and sick periods form an alternating renewal process
A recursive evaluation of the finite time ruin probability based on a equation of Seal
A remark on the moments of ruin time in classical risk theory
Finite-time ruin probabilities for discrete, possibly dependent, claim severities
On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps
Maximizing the expected time to ruin for a company operating N distinct funds with a 'superclaims' process
Allocation of risks and equilibrium in markets with finitely many traders
Optimal dividends with incomplete information in the dual model
Optimal dividends in the dual model
Robustness analysis and convergence of empirical finite-time ruin probabilities and estimation risk solvency margin

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