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The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
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The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier (2006)The Gerber–Shiu expected discounted penal…The compound Poisson risk model with a threshold dividend strategy (2005)The compound Poisson risk mod…Some Optimal Dividends Problems (2004)Some Optimal Dividends Proble…Optimal Dividends (2004)Optimal DividendsOn a class of renewal risk models with a constant dividend barrier (2004)On a class of renewal risk mo…The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function (2003)The classical risk model with…Power tailed ruin probabilities in the presence of risky investments (2002)Power tailed ruin probabiliti…On the Time Value of Ruin (1998)On the Time Value of RuinRuin theory with stochastic return on investments (1997)Ruin theory with stochastic r…Optimal choice of dividend barriers for a risk process with stochastic return on investments (1997)Optimal choice of dividend ba…Controlled diffusion models for optimal dividend pay-out (1997)Controlled diffusion models f…Ruin estimates under interest force (1995)Ruin estimates under interest…Classical risk theory in an economic environment (1987)Classical risk theory in an e…An introduction to mathematical risk theory (1979)An introduction to mathematic…Games of Economic Survival with Discrete- and Continuous-Income Processes (1972)Games of Economic Survival wi…Mathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …Constant dividend barrier in a risk model with interclaim-dependent claim sizes (2007)Constant dividend barrier in …Option pricing by Esscher transforms. (1995)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)Brownian Motion and Stochastic Flow Systems. (1987)Controlled markov processes and viscosity solutions (1994)Controlled Markov Processes and Viscosity Solutions (2005)Optimal investment for insurer with jump-diffusion risk process (2005)Limit Theorems for Stochastic Processes (1987)Finite and infinite time ruin probabilities in a stochastic economic environment (2001)In the insurance business risky investments are dangerous (2002)Stochastic Integration and Differential Equations : A New Approach (2014)Lundberg Approximations for Compound Distributions with Insurance Applications (2001)On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes (2008)Strategies for Dividend Distribution: A Review (2009)Applied Probability and Queues (1987)Subexponential asymptotics for stochastic processes: extremal behavior, stationary distributions and first passage probabilities (1998)Optimal risk and dividend distribution control models for an insurance company (2000)Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (2004)Lifetime Portfolio Selection under Uncertainty: The Continuous-Time Case (1969)Optimum consumption and portfolio rules in a continuous-time model (1971)Dynamic Asset Pricing Theory. (1993)Loss Models: From Data to Decisions (1999)On Optimal Dividend Strategies In The Compound Poisson Model (2006)Premium Calculation by Transforming the Layer Premium Density (1996)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Inf-convolution of risk measures and optimal risk transfer (2005)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
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  • 2003The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function219 cited
  • 1997Ruin theory with stochastic return on investments199 cited
  • 1995Ruin estimates under interest force181 cited
  • 2005The compound Poisson risk model with a threshold dividend strategy167 cited
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  • 1987Classical risk theory in an economic environment114 cited
  • 2004On a class of renewal risk models with a constant dividend barrier

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  • 2007Constant dividend barrier in a risk model with interclaim-dependent claim sizes41 cited