Ruin probability in the dual risk model with two revenue streams

DOI10.1016/j.orl.2018.01.002OpenAlexW2789667828MaRDI QIDQ2417103

Esther Frostig

Publication date: 11 June 2019

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.orl.2018.01.002

zbMATH Keywords

random walkbusy periodsurvival probabilityM/G/1G/G/1

Mathematics Subject Classification ID

Operations research, mathematical programming (90-XX)

Cites Work

• Optimal dividends in the dual model
• On a dual model with a dividend threshold
• Solving probability transform functional equations for numerical inversion
• Calculating the \(M/G/1\) busy-period density and LIFO waiting-time distribution by direct numerical transform inversion
• Optimal dividend problem with a terminal value for spectrally positive Lévy processes
• On the M/G/1 queue by additional inputs
• Optimal Dividends in the Dual Model with Diffusion
• REFRACTION–REFLECTION STRATEGIES IN THE DUAL MODEL
• Numerical Inversion of Laplace Transforms of Probability Distributions
• ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
• ON OPTIMAL DIVIDENDS IN THE DUAL MODEL
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Ruin probability in the dual risk model with two revenue streams