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Expected present value of total dividends in a delayed claims risk model under stochastic interest rates

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References

2004Optimal Dividends276 cited
2004Some Optimal Dividends Problems245 cited
2001Ruin probabilities for time-correlated claims in the compound binomial model113 cited
2004On a class of renewal risk models with a constant dividend barrier110 cited
2005On a Classical Risk Model with a Constant Dividend Barrier86 cited
2005On Ultimate Ruin in a Delayed-Claims Risk Model83 cited
1985Ruin probabilities allowing for delay in claims settlement69 cited
2006The compound binomial risk model with time-correlated claims67 cited
2005On a class of discrete time renewal risk models51 cited

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2010On the expected discounted penalty function for the compound Poisson risk model with delayed claims29 cited

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