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Dividend problems in the dual risk model
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Dividend problems in the dual risk model (2013)Dividend problems in the dual risk modelStrategies for Dividend Distribution: A Review (2009)Strategies for Dividend Distr…Optimal Dividends in the Dual Model with Diffusion (2008)Optimal Dividends in the Dual…Optimal Dividends in the Dual Model with Diffusion (2008)Optimal Dividends in the Dual…On a dual model with a dividend threshold (2008)On a dual model with a divide…Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches (2008)Dividend Moments in the Dual …Optimizing venture capital investments in a jump diffusion model (2007)Optimizing venture capital in…Optimal dividends in the dual model (2006)Optimal dividends in the dual…Insurance Risk and Ruin (2005)Insurance Risk and RuinEquilibrium compound distributions and stop-loss moments (2005)Equilibrium compound distribu…Some Optimal Dividends Problems (2004)Some Optimal Dividends Proble…Collective risk theory: A survey of the theory from the point of view of the theory of stochastic processes (1994)Collective risk theory: A sur…On the Probability and Severity of Ruin (1987)On the Probability and Severi…An introduction to mathematical risk theory (1979)An introduction to mathematic…Mathematical Methods in Risk Theory. (1971)Mathematical Methods in Risk …Stochastic Theory of a Risk Business (1970)Stochastic Theory of a Risk B…Mathematical Methods in Risk Theory (1970)Mathematical Methods in Risk …On the dual risk model with Parisian implementation delays in dividend payments (2016)On the dual risk model with P…The Investment, Financing, and Valuation of the Corporation (1963)On the Time Value of Ruin (1998)De Finetti’s optimal dividends problem with an affine penalty function at ruin (2009)Optimality results for dividend problems in insurance (2009)Optimality of the threshold dividend strategy for the compound Poisson model (2011)Theory of games and economic behavior (2019)Actuarial Mathematics (1986)Analysis of a defective renewal equation arising in ruin theory (1999)The moments of the time of ruin, the surplus before ruin, and the deficit at ruin (2000)The compound Poisson risk model with a threshold dividend strategy (2005)Optimal Dividends (2004)Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs (2011)Randomized observation periods for the compound Poisson risk model: Dividends (2011)Optimal dividend problem with a terminal value for spectrally positive Lévy processes (2013)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)Stochastic Processes for Insurance and Finance (2001)On a risk model with dependence between interclaim arrivals and claim sizes (2006)The compound binomial risk model with time-correlated claims (2006)Gerber–Shiu Risk Theory (2013)Option pricing by Esscher transforms. (1995)Premium Calculation by Transforming the Layer Premium Density (1996)On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency (2012)An extension of Paulsen–Gjessing’s risk model with stochastic return on investments (2013)ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS (2014)Estimates for the probability of ruin with special emphasis on the possibility of large claims (1982)Controlled diffusion models for optimal dividend pay-out (1997)Inf-convolution of risk measures and optimal risk transfer (2005)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)AN OLD‐NEW CONCEPT OF CONVEX RISK MEASURES: THE OPTIMIZED CERTAINTY EQUIVALENT (2007)
this work references cited by second hop

References

  • 1979An introduction to mathematical risk theory914 cited
  • 1970Mathematical Methods in Risk Theory718 cited
  • 1971Mathematical Methods in Risk Theory.494 cited
  • 2005Insurance Risk and Ruin264 cited
  • 2004Some Optimal Dividends Problems245 cited
  • 1970Stochastic Theory of a Risk Business225 cited
  • 2009Strategies for Dividend Distribution: A Review207 cited
  • 2006Optimal dividends in the dual model182 cited
  • 1987On the Probability and Severity of Ruin175 cited
  • 2008On a dual model with a dividend threshold97 cited
  • 1994Collective risk theory: A survey of the theory from the point of view of the theory of stochastic processes94 cited
  • 2008Optimal Dividends in the Dual Model with Diffusion74 cited
  • 2007Optimizing venture capital investments in a jump diffusion model70 cited
  • 2008Optimal Dividends in the Dual Model with Diffusion45 cited
  • 2008Dividend Moments in the Dual Risk Model: Exact and Approximate Approaches40 cited
  • 2005Equilibrium compound distributions and stop-loss moments37 cited

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  • 2016On the dual risk model with Parisian implementation delays in dividend payments28 cited