The Markov Additive Risk Process Under an Erlangized Dividend Barrier Strategy
Author:
Publisher
Springer Science and Business Media LLC
Subject
General Mathematics,Statistics and Probability
Link
http://link.springer.com/content/pdf/10.1007/s11009-014-9414-7.pdf
Reference37 articles.
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3. Albrecher H, Boxma OJ (2005) On the discounted penalty function in a Markov-dependent risk model. Insur Math Econ 37(3):650–672
4. Albrecher H, Cheung ECK, Thonhauser S (2011) Randomized observation periods for the compound Poisson risk model: Dividends. ASTIN Bull 41(2):645–672
5. Albrecher H, Cheung ECK, Thonhauser S (2013) Randomized observation periods for the compound Poisson risk model: The discounted penalty function. Scand Actuar J 2013(6):424–452
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