References

• 1998On the Time Value of Ruin786 cited
• 2010Ruin Probabilities572 cited
• 2003The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function219 cited
• 2015Robust equilibrium reinsurance-investment strategy for a mean–variance insurer in a model with jumps151 cited
• 2011Randomized observation periods for the compound Poisson risk model: Dividends103 cited
• 2011Randomized observation periods for the compound Poisson risk model: the discounted penalty function100 cited
• 2014ON THE OPTIMAL DIVIDEND PROBLEM FOR A SPECTRALLY POSITIVE LÉVY PROCESS91 cited
• 2018Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility90 cited
• 2012On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency84 cited
• 2017Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes62 cited
• 2006The Gerber–Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier61 cited
• 2019Valuing equity-linked death benefits in general exponential Lévy models56 cited
• 2019Valuing Guaranteed Minimum Death Benefits by Cosine Series Expansion43 cited
• 2017On the optimality of periodic barrier strategies for a spectrally positive Lévy process