A process with stochastic claim frequency and a linear dividend barrier
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References listed on IDEAS
- Reinhard, Jean-Marie, 1984. "On a Class of Semi-Markov Risk Models Obtained as Classical Risk Models in a Markovian Environment," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 14(01), pages 23-43, April.
- Janssen, Jacques & Reinhard, Jean-Marie, 1985. "Probabilités de Ruine pour une Classe de Modèles de Risque Semi-Markoviens," ASTIN Bulletin: The Journal of the International Actuarial Association, Cambridge University Press, vol. 15(02), pages 123-133, November.
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- Albrecher, Hansjorg & Claramunt, M.Merce & Marmol, Maite, 2005. "On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times," Insurance: Mathematics and Economics, Elsevier, vol. 37(2), pages 324-334, October.
- Maite Teresa Marmol Jimenez & M. Mercedes Claramunt Bielsa & Antonio Alegre Escolano, 2003. "Reparto de dividendos en una cartera de seguros no vida. Obtencion de la barrera constante optima bajo criterios economico-actuariales," Working Papers in Economics 99, Universitat de Barcelona. Espai de Recerca en Economia.
- Hubalek, Friedrich & Schachermayer, Walter, 2004. "Optimizing expected utility of dividend payments for a Brownian risk process and a peculiar nonlinear ODE," Insurance: Mathematics and Economics, Elsevier, vol. 34(2), pages 193-225, April.
- repec:eee:apmaco:v:309:y:2017:i:c:p:68-84 is not listed on IDEAS
- Li, Manman & Liu, Zaiming, 2012. "Regulated absolute ruin problem with interest structure and linear dividend barrier," Economic Modelling, Elsevier, vol. 29(5), pages 1786-1792.
- Geng, Xianmin & Wang, Ying, 2012. "The compound Pascal model with dividends paid under random interest," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1331-1336.
- Bo, Lijun & Song, Renming & Tang, Dan & Wang, Yongjin & Yang, Xuewei, 2012. "Lévy risk model with two-sided jumps and a barrier dividend strategy," Insurance: Mathematics and Economics, Elsevier, vol. 50(2), pages 280-291.
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