Duality in ruin problems for ordered risk models

Author:

Goffard Pierre-OlivierORCID,Lefèvre Claude

Funder

ARC

CAE

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Statistics and Probability

Reference43 articles.

1. Dividend problems in the dual risk model;Afonso;Insurance Math. Econom.,2013

2. On the dual risk model with tax payments;Albrecher;Insurance Math. Econom.,2008

3. Ruin Probabilities;Asmussen,2010

4. Optimal dividends in the dual model;Avanzi;Insurance Math. Econom.,2007

5. Risk processes analyzed as fluid queues;Badescu;Scand. Actuar. J.,2005

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