On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions-Reference-Cited by-同舟云学术

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On the expected discounted dividends in the Cramér–Lundberg risk model with more frequent ruin monitoring than dividend decisions

Published:2014-11 Issue: Volume:59 Page:121-132
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Choi Michael C.H.,Cheung Eric C.K.

Funder

Research Grants Council of the Hong Kong Special Administrative Region

Publisher

Elsevier BV

Subject

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

Reference31 articles.

1. Optimal dividend-payout in random discrete time;Albrecher;Statist. Risk Model.,2011

2. Randomized observation periods for the compound Poisson risk model: Dividends;Albrecher;ASTIN Bull.,2011

3. Randomized observation periods for the compound Poisson risk model: The discounted penalty function;Albrecher;Scand. Actuar. J.,2013

4. The optimal dividend barrier in the Gamma–Omega model;Albrecher;Eur. Actuar. J.,2011

5. A risk model with an observer in a Markov environment;Albrecher;Risks,2013

Cited by 14 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. On the dual risk model with Parisian implementation delays under a mixed dividend strategy;Probability in the Engineering and Informational Sciences;2023-01-09

2. Ruin-related problems in the dual risk model under two different randomized observations;Communications in Statistics - Theory and Methods;2022-03-30

3. On the improved thinning risk model under a periodic dividend barrier strategy;AIMS Mathematics;2021

4. On a Periodic Capital Injection and Barrier Dividend Strategy in the Compound Poisson Risk Model;Mathematics;2020-04-02

5. Optimal dividends under Erlang(2) inter-dividend decision times with nonlinear surplus;Systems Science & Control Engineering;2019-07-01

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