Expected discounted dividends in a discrete semi-Markov risk model
Author:
Funder
National Natural Science Foundation of China
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference24 articles.
1. Some optimal dividends problems;Dickson;Astin Bull.,2004
2. On a class of renewal risk models with a constant dividend barrier;Li;Insurance Math. Econom.,2004
3. On a classical risk model with a constant dividend barrier;Zhou;N. Am. Actuar. J.,2005
4. On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times;Albrecher;Insurance Math. Econom.,2005
5. The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion;Li;Scand. Actuar. J.,2006
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4. On a discrete interaction risk model with delayed claims and stochastic incomes under random discount rates;Communications in Statistics - Theory and Methods;2017-12-05
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