On finite-time ruin probabilities in a generalized dual risk model with dependence

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scientific article; zbMATH DE number 3301915 (Why is no real title available?)
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Cited in

(13)

scientific article; zbMATH DE number 5284556 (Why is no real title available?)
Equilibrium dividend strategy with non-exponential discounting in a dual model
Asymptotic analysis for optimal dividends in a dual risk model
Duality in ruin problems for ordered risk models
Parisian ruin with a threshold dividend strategy under the dual Lévy risk model
On a perturbed dual risk model with dependence between inter-gain times and gain sizes
On the dual risk model with Parisian implementation delays in dividend payments
Tails of higher-order moments of sums with heavy-tailed increments and application to the Haezendonck-Goovaerts risk measure
Equilibrium reinsurance-investment strategies with partial information and common shock dependence
Fraud risk assessment within blockchain transactions
On the optimality of joint periodic and extraordinary dividend strategies
On the evaluation of risk models with bivariate integer-valued time series
Risk- and value-based management for non-life insurers under solvency constraints

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