scientific article; zbMATH DE number 962269

MaRDI QIDQ5690618zbMATH OpenFDO

Authors Thomas Siegl, Robert F. Tichy

Publication date 22 February 1999

zbMATH Keywords

expected value of the dividendsgammaMAPLEmixed-exponentialPoissonsurvival probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(9)

• A process with stochastic claim frequency and a linear dividend barrier
• Optimal choice of dividend barriers for a risk process with stochastic return on investments
• Simulation methods in ruin models with nonlinear dividend barriers.
• Ruin theory with risk proportional to the free reserve and securitization
• Analytical solutions for expected loss and standard deviation of loss with an additional loan
• On the covergence of a solution method for a risk model with gamma-distributed claims
• scientific article; zbMATH DE number 4086836 (Why is no real title available?)
• Strategies for dividend distribution: a review
• Variational methods for studying the problem of the discounted dividend payments

Describes a project that uses

Uses Software

• Maple

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