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The maximum surplus before ruin in an Erlang(n) risk process and related problems
9 references·0 citing·34 second hop
The maximum surplus before ruin in an Erlang(n) risk process and related problems (2006)The maximum surplus before ruin in an Erl…The Time Value of Ruin in a Sparre Andersen Model (2005)The Time Value of Ruin in a S…On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times (2005)On the distribution of divide…Some Optimal Dividends Problems (2004)Some Optimal Dividends Proble…On ruin for the Erlang(n) risk process (2004)On ruin for the Erlang(n) ris…On a class of renewal risk models with a constant dividend barrier (2004)On a class of renewal risk mo…Ruin probabilities for Erlang(2) risk processes (1998)Ruin probabilities for Erlang…On a Class of Renewal Risk Processes (1998)On a Class of Renewal Risk Pr…On some measures of the severity of ruin in the classical Poisson model (1994)On some measures of the sever…Aspects of Risk Theory (1991)Aspects of Risk TheoryStochastic Processes in Queueing Theory (1976)On the Time Value of Ruin (1998)On the time to ruin for Erlang(2) risk processes (2001)The compound Poisson risk model with a threshold dividend strategy (2005)On a risk model with dependence between interclaim arrivals and claim sizes (2006)Applied Probability and Queues (1987)Phase-Type Representations in Random Walk and Queueing Problems (1992)On a correlated aggregate claims model with Poisson and Erlang risk processes (2002)Collective Risk Theory (2004)Matrix-Analytic Methods in Stochastic Models (2014)Mathematical Methods in Risk Theory (1970)An introduction to mathematical risk theory (1979)On a Classical Risk Model with a Constant Dividend Barrier (2005)On optimal dividends: From reflection to refraction (2005)On the Probability and Severity of Ruin (1987)Martingales and insurance risk (1989)On the distribution of the surplus prior to ruin (1992)The effect of interest on negative surplus (1997)Differentiation of some functionals of risk processes, and optimal reserve allocation (2005)The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity in a Markov-Modulated Risk Model (2008)Controlled diffusion models for optimal dividend pay-out (1997)The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion (2006)A Risk Model with Multilayer Dividend Strategy (2007)Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (2007)Loss Models: From Data to Decisions (1999)On Optimal Dividend Strategies In The Compound Poisson Model (2006)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)Moments of compound renewal sums with discounted claims (2001)Moments of the Surplus before Ruin and the Deficit at Ruin in the Erlang(2) Risk Process (2003)Insurance: Mathematics and Economics (2004)Risk model with fuzzy random individual claim amount (2007)Optimal Dividends (2004)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)
this work references cited by second hop

References

  • 1991Aspects of Risk Theory902 cited
  • 2004On ruin for the Erlang(n) risk process252 cited
  • 2004Some Optimal Dividends Problems245 cited
  • 2005The Time Value of Ruin in a Sparre Andersen Model241 cited
  • 2004On a class of renewal risk models with a constant dividend barrier110 cited
  • 1998Ruin probabilities for Erlang(2) risk processes88 cited
  • 2005On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times78 cited
  • 1998On a Class of Renewal Risk Processes78 cited
  • 1994On some measures of the severity of ruin in the classical Poisson model46 cited

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