On the Upcrossing and Downcrossing Probabilities of a Dual Risk Model With Phase-Type Gains

DOI10.2143/AST.40.1.2049230zbMath1230.91081MaRDI QIDQ3569716

Andrew Cheuk-Yin Ng

Publication date: 21 June 2010

Published in: ASTIN Bulletin (Search for Journal in Brave)

zbMATH Keywords

phase-type distributionruin theorydual risk modeldividend strategyupcrossing and downcrossing probabilities

Mathematics Subject Classification ID

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Asymptotic analysis for optimal dividends in a dual risk model ⋮ 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 ⋮ A Lévy risk model with ratcheting and barrier dividend strategies ⋮ On the evaluation of ruin probabilities in a generalized dual binomial risk model using Markov property ⋮ A delayed dual risk model ⋮ On optimal joint reflective and refractive dividend strategies in spectrally positive Lévy models ⋮ Dividend problems in the dual risk model

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