Ruin and Dividend Measures in the Renewal Dual Risk Model-Reference-Cited by-同舟云学术

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Ruin and Dividend Measures in the Renewal Dual Risk Model

Published:2021-07-06 Issue: Volume: Page:
ISSN:1387-5841
Container-title:Methodology and Computing in Applied Probability
language:en
Short-container-title:Methodol Comput Appl Probab

Author:

Alcoforado Renata G.^ORCID,Bergel Agnieszka I.^ORCID,Cardoso Rui M. R.^ORCID,Reis Alfredo D. Egídio dos^ORCID,Rodríguez-Martínez Eugenio V.^ORCID

Publisher

Springer Science and Business Media LLC

Subject

General Mathematics,Statistics and Probability

Link

https://link.springer.com/content/pdf/10.1007/s11009-021-09876-4.pdf

Reference14 articles.

1. Afonso L B, Cardoso R MR, Egídio dos Reis A D (2013) Dividend problems in the dual risk model. Insur Math Econ 53(3):906–918

2. Avanzi B, Gerber H U, Shiu E S W (2007) Optimal dividends in the dual model. Insur Math Econ 41(1):111–123

3. Bergel A I, Egídio dos Reis A D (2014) On a Sparre-Andersen risk model with Phase-Type(n) interclaim times. Technical report, Preprint http://cemapre.iseg.ulisboa.pt/archive/preprints/617.pdf

4. Bergel A I, Egídio dos Reis A D (2015) Further developments in the Erlang(n) risk process. Scand Actuar J 2015(1):32–48

5. Bergel A I, Egídio dos Reis A D (2016) Ruin problems in the generalized Erlang(n) risk model. Eur Actuarial J 6(1):257–275

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