On periodic dividends for the classical risk model with debit interest

DOI10.1155/2020/6395717zbMATH Open1544.91094MaRDI QIDQ6534576

Xianghua Zhao, Hua Dong

Publication date: 7 May 2021

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Mathematics Subject Classification ID

Risk models (general) (91B05)

Cites Work

• Title not available (Why is that?)
• The Markov additive risk process under an Erlangized dividend barrier strategy
• The joint distribution of the Parisian ruin time and the number of claims until Parisian ruin in the classical risk model
• The joint distribution of the time to ruin and the number of claims until ruin in the classical risk model
• On optimal periodic dividend strategies in the dual model with diffusion
• On a risk model with debit interest and dividend payments
• How many claims does it take to get ruined and recovered?
• Spectrally negative Lévy risk model under Erlangized barrier strategy
• On a perturbed compound Poisson risk model under a periodic threshold-type dividend strategy
• On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
• Generalized expected discounted penalty function at general drawdown for Lévy risk processes
• Valuing equity-linked death benefits in general exponential Lévy models
• On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest
• Randomized observation periods for the compound Poisson risk model: Dividends
• Dividend payments in the classical risk model under absolute ruin with debit interest
• On the time value of absolute ruin with debit interest
• On the time and the number of claims when the surplus drops below a certain level
• Absolute Ruin Probabilities in a Jump Diffusion Risk Model with Investment
• On the Time Value of Ruin

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