Threshold dividend strategies for a Markov-additive risk model

DOI10.1007/S13385-011-0037-XzbMath1262.91092OpenAlexW2033178236MaRDI QIDQ1936560

Lothar Breuer

Publication date: 6 February 2013

Published in: European Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13385-011-0037-x

zbMATH Keywords

dividendsthreshold strategyMarkov-additive risk model

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Cites Work

• Unnamed Item
• On perpetual American put valuation and first-passage in a regime-switching model with jumps
• Fluid queues with level dependent evolution
• The compound Poisson risk model with a threshold dividend strategy
• On optimal dividends: from reflection to refraction
• First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type
• A quintuple law for Markov additive processes with phase-type jumps
• Analysis of a threshold dividend strategy for a MAP risk model
• On the analysis of a multi-threshold Markovian risk model
• Applied Probability and Queues

This page was built for publication: Threshold dividend strategies for a Markov-additive risk model