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On a risk model with debit interest and dividend payments

Published:2008-10 Issue:15 Volume:78 Page:2426-2432
ISSN:0167-7152
Container-title:Statistics & Probability Letters
language:en
Short-container-title:Statistics & Probability Letters

Author:

Yuen Kam-Chuen,Zhou Ming,Guo Junyi

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference18 articles.

1. Mathematical Methods in Risk Theory;Bühlmann,1970

2. On the time value of absolute ruin with debit interest;Cai;Adv. Appl. Probab.,2007

3. Optimal Dividends in an Ornstein-Uhlenbeck type model with credit and debit interest;Cai;North Amer. Actuar. J.,2006

4. Martingales and insurance risk;Dassios;Comm. Statist. - Stoch. Models,1989

5. Su un’impostazi one alternativa dell teoria collettiva del rischio;De Finetti;Transactions of the XVth International Congress of Actuaries,1957

Cited by 16 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. Optimal Dividend and Capital Injection of the Classical Risk Model under Absolute Ruin;Advances in Applied Mathematics;2023

2. On Periodic Dividends for the Classical Risk Model with Debit Interest;Mathematical Problems in Engineering;2020-03-17

3. Estimating the Expected Discounted Penalty Function in a Compound Poisson Insurance Risk Model with Mixed Premium Income;Mathematics;2019-03-26

4. A Perturbed Risk Model with Liquid Reserves, Credit and Debit Interests and Dividends Under Absolute Ruin;Advances in Intelligent Systems and Computing;2018-11-15

5. Absolute ruin problems in a compound Poisson risk model with constant dividend barrier and liquid reserves;Advances in Difference Equations;2016-03-10

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