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A unifying approach to the analysis of business with random gains
16 references·2 citing·25 second hop
A unifying approach to the analysis of business with random gains (2010)A unifying approach to the analysis of bu…On the compound Poisson risk model with dependence based on a generalized Farlie–Gumbel–Morgenstern copula (2008)On the compound Poisson risk …On a dual model with a dividend threshold (2008)On a dual model with a divide…Optimal dividends in the dual model (2006)Optimal dividends in the dual…On the discounted penalty function in the renewal risk model with general interclaim times (2006)On the discounted penalty fun…On a risk model with dependence between interclaim arrivals and claim sizes (2006)On a risk model with dependen…The Time Value of Ruin in a Sparre Andersen Model (2005)The Time Value of Ruin in a S…On a general class of renewal risk process: analysis of the Gerber-Shiu function (2005)On a general class of renewal…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…A ruin model with dependence between claim sizes and claim intervals (2003)A ruin model with dependence …On the time to ruin for Erlang(2) risk processes (2001)On the time to ruin for Erlan…Stochastic Storage Processes (1998)Stochastic Storage ProcessesOn the Time Value of Ruin (1998)On the Time Value of RuinAspects of Risk Theory (1991)Aspects of Risk TheoryWhen does the surplus reach a given target? (1990)When does the surplus reach a…Stochastic Theory of a Risk Business (1970)Stochastic Theory of a Risk B…On the dual risk model with Parisian implementation delays in dividend payments (2016)On the dual risk model with P…A note on discounted compound renewal sums under dependency (2012)A note on discounted compound…Stochastic Processes in Queueing Theory (1976)The compound Poisson risk model with a threshold dividend strategy (2005)Stochastic Processes for Insurance & Finance (1999)Extremes on the discounted aggregate claims in a time dependent risk model (2009)Subexponential tails of discounted aggregate claims in a time-dependent renewal risk model (2010)An introduction to mathematical risk theory (1979)Option pricing by Esscher transforms. (1995)Insurance Risk and Ruin (2005)Fluctuations of Lévy Processes with Applications (2014)Mathematical Methods in Risk Theory (1970)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)Strategies for Dividend Distribution: A Review (2009)Ruin Probabilities (2000)On the discounted penalty function in a Markov-dependent risk model (2005)Structural properties of Gerber–Shiu functions in dependent Sparre Andersen models (2009)Controlled diffusion models for optimal dividend pay-out (1997)Minimizing the Probability of Ruin When Claims Follow Brownian Motion with Drift (2005)The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function (2003)The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin (1997)
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References

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  • 2004Some Optimal Dividends Problems245 cited
  • 2005The Time Value of Ruin in a Sparre Andersen Model241 cited
  • 1970Stochastic Theory of a Risk Business225 cited
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  • 2005On a general class of renewal risk process: analysis of the Gerber-Shiu function106 cited
  • 2008On a dual model with a dividend threshold97 cited
  • 1990When does the surplus reach a given target?93 cited
  • 2006On the discounted penalty function in the renewal risk model with general interclaim times

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Cited by

  • 2012A note on discounted compound renewal sums under dependency29 cited
  • 2016On the dual risk model with Parisian implementation delays in dividend payments28 cited