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Cited by

• 2006The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier61 cited
• 2005On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier51 cited
• 2005On the joint distribution of surplus before and after ruin under a Markovian regime switching model48 cited
• 2003A Unified Approach to Generate Risk Measures46 cited
• 1996On the distribution of the duration of negative surplus45 cited
• 2012Entropy Coherent and Entropy Convex Measures of Risk42 cited
• 2007Pricing options in incomplete equity markets via the instantaneous Sharpe ratio38 cited
• 2011On optimal proportional reinsurance and investment in a Markovian regime-switching economy38 cited
• 2005Managing Economic and Virtual Economic Capital Within Financial Conglomerates37 cited
• 2014The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy35 cited
• 2003A solution to the ruin problem for Pareto distributions34 cited