On the time to ruin for a dependent delayed capital injection risk model
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Computational Mathematics
Reference20 articles.
1. Ruin Probabilities;Asmussen,2000
2. Optimal dividends under a ruin probability constraint;Dickson;Ann. Actuarial Sci.,2006
3. Gerber-Shiu analysis of a risk model with capital injections;Dickson;Eur. Actuarial J.,2016
4. Optimal control of capital injections by reinsurance in a diffusion approximation;Eisenberg;Blätter DGVFM,2009
5. Minimising expected discounted capital injections by reinsurance in a classical risk model;Eisenberg;Scand. Actuarial J.,2011
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