On the probability of ruin in the presence of a linear dividend barrier
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Publication:3903927
DOI10.1080/03461238.1981.10413735zbMath0455.62086OpenAlexW2078202235MaRDI QIDQ3903927
Publication date: 1981
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1981.10413735
Related Items (37)
Simulation methods in ruin models with nonlinear dividend barriers. ⋮ On the occupation times in a delayed Sparre Andersen risk model with exponential claims ⋮ On Joint Ruin Probabilities of a Two-Dimensional Risk Model with Constant Interest Rate ⋮ Some results behind dividend problems ⋮ The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier ⋮ Upper bounds for ruin probabilities under model uncertainty ⋮ Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE ⋮ Optimal choice of dividend barriers for a risk process with stochastic return on investments ⋮ Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier ⋮ The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion ⋮ The perturbed compound Poisson risk model with linear dividend barrier ⋮ The Wiener process with drift between a linear retaining and an absorbing barrier ⋮ The compound Pascal model with dividends paid under random interest ⋮ The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. ⋮ Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims ⋮ Ruin theory with risk proportional to the free reserve and securitization ⋮ The perturbed Sparre Andersen model with a threshold dividend strategy ⋮ The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory ⋮ On a class of renewal risk models with a constant dividend barrier ⋮ Variational methods for studying the problem of the discounted dividend payments ⋮ Asymptotics of discounted aggregate claims for renewal risk model with risky investment ⋮ The compound Poisson risk model with a threshold dividend strategy ⋮ Optimal expected exponential utility of dividend payments in a Brownian risk model ⋮ The perturbed Sparre Andersen model with interest and a threshold dividend strategy ⋮ Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier ⋮ Review of statistical actuarial risk modelling ⋮ Optimal dividend policy ⋮ The Compound Poisson Risk Model with Interest and a Threshold Strategy ⋮ The dividend function in the jump-diffusion dual model with barrier dividend strategy ⋮ A minimal uniform renewal theorem and transition phenomena for a nonhomogeneous perturbation of the renewal equation ⋮ A process with stochastic claim frequency and a linear dividend barrier ⋮ Improvement of the stability of solutions of an inhomogeneous perturbed renewal equation on the semiaxis ⋮ The Dividend Problem in a Diffusive Stochastic Model ⋮ On a doubly reflected risk process with running maximum dependent reflecting barriers ⋮ Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model ⋮ The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion ⋮ Strategies for Dividend Distribution: A Review
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