Ruin Analysis of a Threshold Strategy in a Discrete-Time Sparre Andersen Model
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-010-9184-9.pdf
Reference9 articles.
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2. Alfa AS, Drekic S (2007) Algorithmic analysis of the Sparre Andersen model in discrete time. ASTIN Bull 37:293–317
3. Bao Z (2007) A note on the compound binomial model with randomized dividend strategy. Appl Math Comput 194:276–286
4. Cossette H, Landriault D, Marceau E (2006) Ruin probabilities in the discrete time renewal risk model. Insurance Math Econ 38:309–323
5. Dickson DCM, Waters H (2004) Some optimal dividends problems. ASTIN Bull 34:49–74
Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. A threshold-based risk process with a waiting period to pay dividends;Journal of Industrial & Management Optimization;2018
2. New Research Directions in Modern Actuarial Sciences;Springer Proceedings in Mathematics & Statistics;2017
3. Ruin Analysis of a Discrete-Time Dependent Sparre Andersen Model with External Financial Activities and Randomized Dividends;Risks;2016-02-03
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