Ruin theory for a Markov regime-switching model under a threshold dividend strategy
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Cites work
- scientific article; zbMATH DE number 3671542 (Why is no real title available?)
- scientific article; zbMATH DE number 3438165 (Why is no real title available?)
- Lundberg-type Bounds for the Joint Distribution of Surplus Immediately Before and at Ruin under a Markov-modulated Risk Model
- On the Time Value of Ruin
- On the joint distribution of surplus before and after ruin under a Markovian regime switching model
- On the probability of ruin in a Markov-modulated risk model
- Optimal Dividends
- Risk theory in a Markovian environment
- Some results about the expected ruin time in Markov-modulated risk models
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
- The compound Poisson risk model with a threshold dividend strategy
Cited in
(29)- On the Markov-modulated insurance risk model with tax
- On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income
- Estimating the parameters of a seasonal Markov-modulated Poisson process
- Number of claims and ruin time for a refracted risk process
- On a discrete Markov-modulated risk model with random premium income and delayed claims
- The Markovian regime-switching risk model with a threshold dividend strategy
- Joint and supremum distributions in the compound binomial model with Markovian environment
- Perturbed MAP Risk Models with Dividend Barrier Strategies
- Deficit distributions at ruin in a regime-switching Sparre Andersen model
- \(\mathrm{G}/\mathrm{M}/1\) type structure of a risk model with general claim sizes in a Markovian environment
- On a multi-dimensional risk model with regime switching
- Ruin theory under a generalized jump-diffusion model with regime switching
- On a reduced form credit risk model with common shock and regime switching
- Strategies for dividend distribution: a review
- Survival probabilities in a discrete semi-Markov risk model
- Optimal dividend distribution under Markov regime switching
- Absolute ruin for a risk model with credit and debit interest under a threshold dividend strategy
- On differentiability of ruin functions under Markov-modulated models
- Constant barrier strategies in a two-state Markov-modulated dual risk model
- The impact of negative interest rates on optimal capital injections
- Numerical method for a Markov-modulated risk model with two-sided jumps
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching
- Classical and impulse control for the optimization of dividend and proportional reinsurance policies with regime switching
- A unified analysis of claim costs up to ruin in a Markovian arrival risk model
- Expected discounted dividends in a discrete semi-Markov risk model
- Dividend optimization for regime-switching general diffusions
- Insurance claims modulated by a hidden Brownian marked point process
- Optimal dividends and capital injection: a general Lévy model with extensions to regime-switching models
- A Markov additive risk process with a dividend barrier
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