Study on the Dual Risk Model with Time-Correlated Income and Dividend Barrier

Author:

Xu Ran

Publisher

Elsevier BV

Reference27 articles.

1. Optimal dividends in the dual model;B & Avanzi;Insurances: Mathematics and Economics,2007

2. Upper bounds on ruin probabilities in case of negative loadings and positive interest rates;& Boogaert;Insurance: Mathematics and Economics,1987

3. Ruin probabilities with a Markov chain interest model;J & Cai;Insurance: Mathematics and Economics,2004

4. Collective Risk Theory: A Survey of the Theory from the Point of View of the Theory of Stochastic Process;H Cramer;F�ra�kringsaktiebolaget Skandia,1955

5. Insurance Risk and Ruin

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