On the total operating costs up to default in a renewal risk model-Reference-Cited by-同舟云学术

On the total operating costs up to default in a renewal risk model

Published:2009-10 Issue:2 Volume:45 Page:305-314
ISSN:0167-6687
Container-title:Insurance: Mathematics and Economics
language:en
Short-container-title:Insurance: Mathematics and Economics

Author:

Feng Runhuan

Publisher

Elsevier BV

Subject

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

Reference31 articles.

1. Strategies for dividend distribution: A review;Avanzi;North American Actuarial Journal,2009

2. Optimal dividends in the dual model;Avanzi;Insurance: Mathematics & Economics,2007

3. On the discounted penalty function in a Markov-dependent risk model;Albrecher;Insurance: Mathematics & Economics,2005

4. On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(n) interclaim times;Albrecher;Insurance: Mathematics & Economics,2005

5. Albrecher, H., Constantinescu, C., Pirsic, G., Regensburger, G., Rosenkranz, M., 2009. An algebraic operator approach to the analysis of Gerber–Shiu functions. Insurance: Mathematics & Economics, in press (doi:10.1016/j.insmatheco.2009.02.002)

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