On periodic dividends for the classical risk model with debit interest

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Cites work

scientific article; zbMATH DE number 3863589 (Why is no real title available?)
Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
Dividend payments in the classical risk model under absolute ruin with debit interest
Generalized expected discounted penalty function at general drawdown for Lévy risk processes
How many claims does it take to get ruined and recovered?
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
On a risk model with debit interest and dividend payments
On optimal periodic dividend strategies in the dual model with diffusion
On the Time Value of Ruin
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
On the time and the number of claims when the surplus drops below a certain level
On the time value of absolute ruin with debit interest
Randomized onservation periods for the compound Poisson risk model: dividends
Spectrally negative Lévy risk model under Erlangized barrier strategy
The Markov additive risk process under an Erlangized dividend barrier strategy
The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
Valuing equity-linked death benefits in general exponential Lévy models

Cited in

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On a constant interest risk model with debit interest and tax payments

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