On dividends in the phase–type dual risk model

DOI10.1080/03461238.2016.1252944zbMath1402.91185OpenAlexW2555964653MaRDI QIDQ4577204

Agnieszka I. Bergel, Eugenio V. Rodríguez-Martínez, Alfredo D. Egídio dos Reis

Publication date: 17 July 2018

Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03461238.2016.1252944

zbMATH Keywords

phase-type distributionruin probabilitytime to ruindual risk modelexpected discounted dividendsLundberg's equations

Mathematics Subject Classification ID

Laplace transform (44A10) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (3)

Parisian ruin for the dual risk process in discrete-time ⋮ Ruin and dividend measures in the renewal dual risk model ⋮ Ruin probabilities for the phase-type dual model perturbed by diffusion

Cites Work

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