Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
From MaRDI portal
Publication:3634585
DOI10.2143/AST.38.2.2033347zbMath1256.91026OpenAlexW4253040501MaRDI QIDQ3634585
Eric C. K. Cheung, Steve Drekic
Publication date: 25 June 2009
Published in: ASTIN Bulletin (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2143/ast.38.2.2033347
Related Items (20)
Parisian ruin for the dual risk process in discrete-time ⋮ Asymptotic analysis for optimal dividends in a dual risk model ⋮ On a Gerber-Shiu type function and its applications in a dual semi-Markovian risk model ⋮ The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process ⋮ 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 ⋮ Constant barrier strategies in a two-state Markov-modulated dual risk model ⋮ On the dual risk model with Parisian implementation delays under a mixed dividend strategy ⋮ On a dual model with barrier strategy ⋮ A delayed dual risk model ⋮ On the dual risk model with Parisian implementation delays in dividend payments ⋮ The Discounted Moments of the Surplus After the Last Innovation Before Ruin Under the Dual Risk Model ⋮ Dividend problems in the dual risk model ⋮ On a risk model with surplus-dependent premium and tax rates ⋮ A unifying approach to the analysis of business with random gains ⋮ “Recursive Calculation of the Dividend Moments in a Multi-Threshold Risk Model,” Andrei Badescu and David Landriault, January 2008 ⋮ Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs ⋮ Strategies for Dividend Distribution: A Review
Cites Work
This page was built for publication: Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches
