Citation map · Study

SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Ruin theory for a Markov regime-switching model under a threshold dividend strategy

9 references·3 citing·36 second hop

FromToDepth

this work references cited by second hop

References

1979An introduction to mathematical risk theory914 cited
1998On the Time Value of Ruin786 cited
2004Optimal Dividends276 cited
1989Risk theory in a Markovian environment227 cited
2003The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function219 cited
2005The compound Poisson risk model with a threshold dividend strategy167 cited
1984On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment84 cited
2005On the probability of ruin in a Markov-modulated risk model61 cited
2005On the joint distribution of surplus before and after ruin under a Markovian regime switching model48 cited

Cited by

2008The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model39 cited
2010Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching37 cited
2009Perturbed MAP Risk Models with Dividend Barrier Strategies33 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work