On the compound Poisson risk model with periodic capital injections
From MaRDI portal
(Redirected from Publication:5745200)
Recommendations
- Discrete-time insurance model with capital injections and reinsurance
- The finite time ruin probability in a risk model with capital injections
- Gerber-Shiu analysis of a risk model with capital injections
- A note on Gerber-Shiu functions with an application
- On fair reinsurance premiums; capital injections in a perturbed risk model
Cites work
- A unifying approach to the analysis of business with random gains
- An alternating risk reserve process. II
- Erlangian approximation to finite time ruin probabilities in perturbed risk models
- Erlangian Approximations for Finite-Horizon Ruin Probabilities
- Exit identities for Lévy processes observed at Poisson arrival times
- Fitting combinations of exponentials to probability distributions
- Gerber-Shiu analysis of a risk model with capital injections
- Gerber-Shiu risk theory
- Lévy insurance risk process with Poissonian taxation
- Minimising expected discounted capital injections by reinsurance in a classical risk model
- On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model
- On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
- On a risk model with randomized dividend-decision times
- On optimal periodic dividend strategies in the dual model with diffusion
- On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
- On the Gerber-Shiu discounted penalty function in the Sparre Andersen model with an arbitrary interclaim time distribution
- Optimal dividend strategies in a Cramér-Lundberg model with capital injections
- Optimal dividend-payout in random discrete time
- Phase-type Approximations to Finite-time Ruin Probabilities in the Sparre-Andersen and Stationary Renewal Risk Models
- Randomized observation periods for the compound Poisson risk model: the discounted penalty function
- Randomized onservation periods for the compound Poisson risk model: dividends
- Some Optimal Dividends Problems
- Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations
- The Erlangization method for Markovian fluid flows
- The finite time ruin probability in a risk model with capital injections
- The Markov additive risk process under an Erlangized dividend barrier strategy
- “On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
Cited in
(25)- On the time to ruin for a dependent delayed capital injection risk model
- Recursive approximating to the finite-time Gerber-Shiu function in Lévy risk models under periodic observation
- More for less insurance model: an alternative to (re)insurance
- On the improved thinning risk model under a periodic dividend barrier strategy
- Randomized observation periods for compound Poisson risk model with capital injection and barrier dividend
- On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
- Delayed capital injections for a risk process with Markovian arrivals
- Finite-time dividend problems in a Lévy risk model under periodic observation
- Ruin probabilities under capital constraints
- On a dividend problem with random funding
- Gerber-Shiu analysis of a risk model with capital injections
- A note on Gerber-Shiu functions with an application
- Stochastic compounding models for continuous uniform cash flows arising in risk management
- Periodic threshold-type dividend strategy in the compound Poisson risk model
- The finite time ruin probability in a risk model with capital injections
- scientific article; zbMATH DE number 6160031 (Why is no real title available?)
- Parisian excursion with capital injection for drawdown reflected Lévy insurance risk process
- On a time-changed Lévy risk model with capital injections and periodic observation
- Modeling and computation of cost-constrained adaptive environmental management with discrete observation and intervention
- Gerber-Shiu analysis in the compound Poisson model with constant inter-observation times
- Optimal singular dividend control with capital injection and affine penalty payment at ruin
- On the ruin probabilities in a discrete time insurance risk process with capital injections and reinsurance
- Modeling the effect of spending on cyber security by using surplus process
- Optimal dividend and capital injection strategy with a penalty payment at ruin: restricted dividend payments
- Discrete-time insurance model with capital injections and reinsurance
This page was built for publication: On the compound Poisson risk model with periodic capital injections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5745200)