Ruin-related problems in the dual risk model under two different randomized observations

DOI10.1080/03610926.2022.2027450OpenAlexW4220800162MaRDI QIDQ6164702

Hui Ou, Yingchun Deng, Jie-Ming Zhou, Kang Hu, Ya Huang

Publication date: 28 July 2023

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2027450

zbMATH Keywords

dual risk model two-sided jumps expected discounted dividend function two different randomized observations

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

Unnamed Item
Unnamed Item
Expected present value of total dividends in a compound binomial model with delayed claims and random income
On the expected discounted penalty function for risk process with tax
On optimal periodic dividend strategies in the dual model with diffusion
The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
Some ruin problems for the MAP risk model
Optimal dividends with incomplete information in the dual model
Optimal dividends in the dual model
On a dual model with a dividend threshold
Aspects of risk theory
Dividend problems in the dual risk model with exponentially distributed observation time
On the expected discounted penalty function for a Markov regime-switching insurance risk model with stochastic premium income
On the dual risk model with diffusion under a mixed dividend strategy
Statistical estimation for some dividend problems under the compound Poisson risk model
Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin
On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
On the expected discounted penalty function and optimal dividend strategy for a risk model with random incomes and interclaim-dependent claim sizes
On the threshold dividend strategy for a generalized jump-diffusion risk model
Joint moments of the total discounted gains and losses in the renewal risk model with two-sided jumps
The absolute ruin insurance risk model with a threshold dividend strategy
On a risk model with randomized dividend-decision times
On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions
Randomized observation periods for the compound Poisson risk model: the discounted penalty function
Randomized observation periods for the compound Poisson risk model: Dividends
Phase-type approximations perturbed by a heavy-tailed component for the Gerber-Shiu function of risk processes with two-sided jumps
Periodic threshold-type dividend strategy in the compound Poisson risk model
ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS
A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
The expected discounted penalty function: from infinite time to finite time

This page was built for publication: Ruin-related problems in the dual risk model under two different randomized observations