“On a Classical Risk Model with a Constant Dividend Barrier”, Xiaowen Zhou, October 2005

DOI10.1080/10920277.2006.10596259zbMath1479.91345OpenAlexW2065263662MaRDI QIDQ5018725

Chuan-Cun Yin

Publication date: 22 December 2021

Published in: North American Actuarial Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10920277.2006.10596259

Mathematics Subject Classification ID

Applications of renewal theory (reliability, demand theory, etc.) (60K10) Actuarial mathematics (91G05)

Related Items (2)

Optimality of the threshold dividend strategy for the compound Poisson model ⋮ “On The Expected Discounted Penalty function for Lévy Risk Processes”, José Garrido and Manuel Morales, October 2006

Cites Work

• Unnamed Item
• Exit problems for spectrally negative Lévy processes and applications to (Canadized) Russian options
• The first exit time and ruin time for a risk process with reserve-dependent income.
• Passage times for a spectrally negative Lévy process with applications to risk theory
• On the Time Value of Ruin

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