Ruin-related problems in the dual risk model under two different randomized observations (Q6164702)

scientific article; zbMATH DE number 7720155

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English	Ruin-related problems in the dual risk model under two different randomized observations	scientific article; zbMATH DE number 7720155

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instance of

scholarly article

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title

Ruin-related problems in the dual risk model under two different randomized observations (English)

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28 July 2023

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zbMATH Keywords

dual risk model

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two-sided jumps

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two different randomized observations

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expected discounted dividend function

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MaRDI profile type

Publication

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full work available at URL

https://doi.org/10.1080/03610926.2022.2027450

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cites work

Randomized onservation periods for the compound Poisson risk model: dividends

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Randomized observation periods for the compound Poisson risk model: the discounted penalty function

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Optimal dividends in the dual model

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A Note on Negative Customers, GI/G/1 Workload, and Risk Processes

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Periodic threshold-type dividend strategy in the compound Poisson risk model

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Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps

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On the threshold dividend strategy for a generalized jump-diffusion risk model

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On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions

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Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin

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Optimal dividends with incomplete information in the dual model

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Aspects of risk theory

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Some ruin problems for the MAP risk model

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The expected discounted penalty function: from infinite time to finite time

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On the dual risk model with diffusion under a mixed dividend strategy

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On a dual model with a dividend threshold

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Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps

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Dividend problems in the dual risk model with exponentially distributed observation time

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Q5592832

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Q5512633

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On the expected discounted penalty function for risk process with tax

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Statistical estimation for some dividend problems under the compound Poisson risk model

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ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS

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On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income

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The absolute ruin insurance risk model with a threshold dividend strategy

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The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier

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On a risk model with randomized dividend-decision times

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Expected present value of total dividends in a compound binomial model with delayed claims and random income

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On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes

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published in

Communications in Statistics: Theory and Methods

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Identifiers

DOI

10.1080/03610926.2022.2027450

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:6164702