The compound Poisson risk model with multiple thresholds

DOI10.1016/j.insmatheco.2007.06.008zbMath1152.91592OpenAlexW2028442480MaRDI QIDQ998276

X. Sheldon Lin, Kristina P. Sendova

Publication date: 28 January 2009

Published in: Insurance Mathematics \& Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2007.06.008

zbMATH Keywords

integro-differential equationcompound Poisson modelexpected discounted penalty functionprobability of ruinmultiple threshold strategy

Mathematics Subject Classification ID

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Cites Work

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• On ruin for the Erlang \((n)\) risk process
• On the time to ruin for Erlang(2) risk processes.
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• The compound Poisson risk model with a threshold dividend strategy
• Ruin estimation for a general insurance risk model
• On Optimal Dividend Strategies In The Compound Poisson Model
• “On Optimal Dividend Strategies in the Compound Poisson Model”, by Hans U. Gerber and Elias S. W. Shiu, April 2006
• A Risk Model with Multilayer Dividend Strategy
• On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
• The Time Value of Ruin in a Sparre Andersen Model
• On the Time Value of Ruin

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