Dividend problems in the dual risk model

DOI10.1016/J.INSMATHECO.2013.10.003zbMath1290.91073OpenAlexW2080634005MaRDI QIDQ2015662

Lourdes B. Afonso, Alfredo D. Egídio dos Reis, Rui M. R. Cardoso

Publication date: 23 June 2014

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

Full work available at URL: https://doi.org/10.1016/j.insmatheco.2013.10.003

zbMATH Keywords

classical risk modeldual risk modelruin probabilitiesdiscounted dividendsdividend amountsdividend probabilitiesnumber of dividends

Mathematics Subject Classification ID

Related Items (18)

Equilibrium dividend strategy with non-exponential discounting in a dual model ⋮ Asymptotic analysis for optimal dividends in a dual risk model ⋮ On the optimal dividend problem in the dual model with surplus-dependent premiums ⋮ Dividend payments until draw-down time for risk models driven by spectrally negative Lévy processes ⋮ On spectrally positive Lévy risk processes with Parisian implementation delays in dividend payments ⋮ Ruin and dividend measures in the renewal dual risk model ⋮ SOME ADVANCES ON THE ERLANG(n) DUAL RISK MODEL ⋮ On dividends in the phase–type dual risk model ⋮ The dual risk model under a mixed ratcheting and periodic dividend strategy ⋮ On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property ⋮ A dual risk model with additive and proportional gains: ruin probability and dividends ⋮ Duality in ruin problems for ordered risk models ⋮ A delayed dual risk model ⋮ On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ On finite-time ruin probabilities in a generalized dual risk model with dependence ⋮ Parisian ruin with a threshold dividend strategy under the dual Lévy risk model ⋮ Goodness-of-fit tests and applications for left-truncated Weibull distributions to non-life insurance

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