Czarna, Irmina; Palmowski, Zbigniew De Finetti’s dividend problem and impulse control for a two-dimensional insurance risk process. (English) Zbl 1214.91051 Stoch. Models 27, No. 2, 220-250 (2011). MSC: 91B30 93E20 60G51 PDFBibTeX XMLCite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv
Psarrakos, Georgios; Politis, Konstadinos A generalization of the Lundberg condition in the Sparre Andersen model and some applications. (English) Zbl 1159.91412 Stoch. Models 25, No. 1, 90-109 (2009). MSC: 91B30 60K05 62P05 PDFBibTeX XMLCite \textit{G. Psarrakos} and \textit{K. Politis}, Stoch. Models 25, No. 1, 90--109 (2009; Zbl 1159.91412) Full Text: DOI
Dhaene, J.; Vanduffel, S.; Goovaerts, M. J.; Kaas, R.; Tang, Q.; Vyncke, D. Risk measures and comonotonicity: a review. (English) Zbl 1159.91403 Stoch. Models 22, No. 4, 573-606 (2006). MSC: 91B30 PDFBibTeX XMLCite \textit{J. Dhaene} et al., Stoch. Models 22, No. 4, 573--606 (2006; Zbl 1159.91403) Full Text: DOI
Perry, D.; Stadje, W.; Zacks, S. First-exit times for compound Poisson processes for some types of positive and negative jumps. (English) Zbl 0998.60089 Stoch. Models 18, No. 1, 139-157 (2002). Reviewer: L.Lakatos (Budapest) MSC: 60K25 PDFBibTeX XMLCite \textit{D. Perry} et al., Stoch. Models 18, No. 1, 139--157 (2002; Zbl 0998.60089) Full Text: DOI