Add to ORKGWe reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectrally negative Lévy risk model that was obtained in Renaud and Zhou (2007, [4]) and in Kyprianou and Palmowski (2007, [3]) and extend the result to stationary Markov processes that are skip-free upward
In the traditional actuarial risk model, if the surplus is negative, the company is ruined and has t...
Adopting a probabilistic approach we determine theoptimal dividend payout policy of a firm whose sur...
In the framework of the classical compound Poisson process in collective risk theory, we study a mod...
We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectral...
In this paper, we consider a Markov additive insurance risk process under a randomized dividend stra...
International audienceAs well-known, the benefit of restricting to Lévy processes without positive j...
AbstractIn this paper we consider a modified version of the classical optimal dividend problem takin...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
The paper studies a discrete counterpart of Gerber et al. (2006). The surplus of an insurance compan...
In insurance risk theory, dividend and aggregate claim amount are of great research interest as they...
We consider a risk model with a constant dividend barrier. An explicit expression is obtained for th...
This paper addresses the problem of finding an optimal dividend policy for a class of jump-diffusion...
AbstractIn this paper, the discounted penalty (Gerber–Shiu) functions for a risk model involving two...
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to a...
AbstractIn this paper, we consider the renewal risk process under a threshold dividend payment strat...
In the traditional actuarial risk model, if the surplus is negative, the company is ruined and has t...
Adopting a probabilistic approach we determine theoptimal dividend payout policy of a firm whose sur...
In the framework of the classical compound Poisson process in collective risk theory, we study a mod...
We reconsider a formula for arbitrary moments of expected discounted dividend payments in a spectral...
In this paper, we consider a Markov additive insurance risk process under a randomized dividend stra...
International audienceAs well-known, the benefit of restricting to Lévy processes without positive j...
AbstractIn this paper we consider a modified version of the classical optimal dividend problem takin...
For a general class of risk models, the dividends-penalty identity is derived by probabilistic reaso...
The paper studies a discrete counterpart of Gerber et al. (2006). The surplus of an insurance compan...
In insurance risk theory, dividend and aggregate claim amount are of great research interest as they...
We consider a risk model with a constant dividend barrier. An explicit expression is obtained for th...
This paper addresses the problem of finding an optimal dividend policy for a class of jump-diffusion...
AbstractIn this paper, the discounted penalty (Gerber–Shiu) functions for a risk model involving two...
In the compound Poisson insurance risk model under a dividend barrier strategy, this paper aims to a...
AbstractIn this paper, we consider the renewal risk process under a threshold dividend payment strat...
In the traditional actuarial risk model, if the surplus is negative, the company is ruined and has t...
Adopting a probabilistic approach we determine theoptimal dividend payout policy of a firm whose sur...
In the framework of the classical compound Poisson process in collective risk theory, we study a mod...