A Risk Process with Delayed Claims and Constant Dividend Barrier
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Publication:5380533
DOI10.1137/S0040585X97T989416zbMath1459.91170MaRDI QIDQ5380533
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Publication date: 5 June 2019
Published in: Theory of Probability & Its Applications (Search for Journal in Brave)
Related Items (2)
A consistent estimation of optimal dividend strategy in a risk model with delayed claims ⋮ A markov-modulated risk model with transaction costs and threshold dividend strategy
Cites Work
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- Delay in claim settlement
- The Markovian regime-switching risk model with a threshold dividend strategy
- Ruin probabilities allowing for delay in claims settlement
- Ruin probabilities for time-correlated claims in the compound binomial model.
- The compound Poisson risk model with a threshold dividend strategy
- A Risk Model with Delayed Claims
- Ruin problems under IBNR dynamics
- Ruin probabilities and aggregrate claims distributions for shot noise Cox processes
- An insensitivity property of Lundberg's estimate for delayed claims
- Some Optimal Dividends Problems
- On Optimal Dividend Strategies In The Compound Poisson Model
- On Ultimate Ruin in a Delayed-Claims Risk Model
- On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
- On the Time Value of Ruin
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