On barrier strategy dividends with Parisian implementation delay for classical surplus processes
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Publication:659119
DOI10.1016/J.INSMATHECO.2009.05.013zbMATH Open1231.91430OpenAlexW2063049395MaRDI QIDQ659119FDOQ659119
Authors: Angelos Dassios, Shanle Wu 
Publication date: 10 February 2012
Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.insmatheco.2009.05.013
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Cited In (15)
- Modeling and asymptotic analysis of insurance company performance
- The Omega-model with two bankruptcy rates
- On the dual risk model with Parisian implementation delays under a mixed dividend strategy
- On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments
- Flexibility premium of emissions permits
- Recursive formula for the double-barrier Parisian stopping time
- Optimal dividend strategy under Parisian ruin with affine penalty
- Dividend problem with Parisian delay for a spectrally negative Lévy risk process
- A refracted Lévy process with delayed dividend pullbacks
- Parisian ruin probability -- the De Vylder type approximation
- Parisian ruin in the dual model with applications to the \(G/M/1\) queue
- On the dual risk model with Parisian implementation delays in dividend payments
- A threshold-based risk process with a waiting period to pay dividends
- Parisian ruin with Erlang delay and a lower bankruptcy barrier
- On the analysis of deep drawdowns for the Lévy insurance risk model
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