Zhang, Lili The Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 07532232 Commun. Stat., Theory Methods 50, No. 24, 5899-5917 (2021). MSC: 62-XX PDF BibTeX XML Cite \textit{L. Zhang}, Commun. Stat., Theory Methods 50, No. 24, 5899--5917 (2021; Zbl 07532232) Full Text: DOI OpenURL
Wang, Wei; He, Jingmin Optimality of barrier dividend strategy in a jump-diffusion risk model with debit interest. (English) Zbl 07399077 Period. Math. Hung. 82, No. 1, 39-55 (2021). MSC: 60J99 91G05 PDF BibTeX XML Cite \textit{W. Wang} and \textit{J. He}, Period. Math. Hung. 82, No. 1, 39--55 (2021; Zbl 07399077) Full Text: DOI OpenURL
Zhang, Lili The expected discounted penalty function in the generalized Erlang\((n)\) risk model with two-sided jumps and a constant dividend barrier. (English) Zbl 1461.91085 Bull. Iran. Math. Soc. 47, No. 2, 569-583 (2021). MSC: 91B05 60K25 60G40 62P05 60J74 45J05 PDF BibTeX XML Cite \textit{L. Zhang}, Bull. Iran. Math. Soc. 47, No. 2, 569--583 (2021; Zbl 1461.91085) Full Text: DOI OpenURL
Tian, Linlin; Bai, Lihua; Guo, Junyi Optimal singular dividend problem under the Sparre Andersen model. (English) Zbl 1434.49025 J. Optim. Theory Appl. 184, No. 2, 603-626 (2020). MSC: 49L20 49L25 91G05 93E20 PDF BibTeX XML Cite \textit{L. Tian} et al., J. Optim. Theory Appl. 184, No. 2, 603--626 (2020; Zbl 1434.49025) Full Text: DOI arXiv OpenURL
Liu, Yuying; Liu, Zhaoyang; Liu, Guoxin Optimal dividend problems for Sparre Andersen risk model with bounded dividend rates. (English) Zbl 1433.91139 Scand. Actuar. J. 2020, No. 2, 128-151 (2020). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{Y. Liu} et al., Scand. Actuar. J. 2020, No. 2, 128--151 (2020; Zbl 1433.91139) Full Text: DOI OpenURL
Sendova, Kristina P.; Zhang, Ruixi Maximum surplus and \(R_n\) class of distributions with an application to dividends. (English) Zbl 1433.91145 J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91G05 60K10 45K05 PDF BibTeX XML Cite \textit{K. P. Sendova} and \textit{R. Zhang}, J. Comput. Appl. Math. 369, Article ID 112568, 21 p. (2020; Zbl 1433.91145) Full Text: DOI OpenURL
Ragulina, Olena The risk model with stochastic premiums and a multi-layer dividend strategy. (English) Zbl 1427.91240 Mod. Stoch., Theory Appl. 6, No. 3, 285-309 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 6, No. 3, 285--309 (2019; Zbl 1427.91240) Full Text: DOI arXiv OpenURL
Li, Yanhong; Palmowski, Zbigniew; Zhao, Chunming; Zhang, Chunsheng Number of claims and ruin time for a refracted risk process. (English) Zbl 1417.91277 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 559-578 (2019). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Li} et al., MATRIX Book Ser. 2, 559--578 (2019; Zbl 1417.91277) Full Text: DOI arXiv OpenURL
Cheung, Eric C. K.; Zhang, Zhimin Periodic threshold-type dividend strategy in the compound Poisson risk model. (English) Zbl 1418.91232 Scand. Actuar. J. 2019, No. 1, 1-31 (2019). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{Z. Zhang}, Scand. Actuar. J. 2019, No. 1, 1--31 (2019; Zbl 1418.91232) Full Text: DOI OpenURL
Sendova, Kristina P.; Yang, Chen; Zhang, Ruixi Dividend barrier strategy: proceed with caution. (English) Zbl 1419.91382 Stat. Probab. Lett. 137, 157-164 (2018). MSC: 91B30 60G51 62P05 60K10 PDF BibTeX XML Cite \textit{K. P. Sendova} et al., Stat. Probab. Lett. 137, 157--164 (2018; Zbl 1419.91382) Full Text: DOI OpenURL
Eckert, Johanna; Gatzert, Nadine Risk- and value-based management for non-life insurers under solvency constraints. (English) Zbl 1403.91194 Eur. J. Oper. Res. 266, No. 2, 761-774 (2018). MSC: 91B30 PDF BibTeX XML Cite \textit{J. Eckert} and \textit{N. Gatzert}, Eur. J. Oper. Res. 266, No. 2, 761--774 (2018; Zbl 1403.91194) Full Text: DOI OpenURL
Landriault, David; Li, Bin; Li, Shu Drawdown analysis for the renewal insurance risk process. (English) Zbl 1401.91159 Scand. Actuar. J. 2017, No. 3, 267-285 (2017). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Scand. Actuar. J. 2017, No. 3, 267--285 (2017; Zbl 1401.91159) Full Text: DOI OpenURL
Bai, Lihua; Ma, Jin; Xing, Xiaojing Optimal dividend and investment problems under Sparre Andersen model. (English) Zbl 1408.91098 Ann. Appl. Probab. 27, No. 6, 3588-3632 (2017). MSC: 91B30 93E20 60K10 90C39 49L25 PDF BibTeX XML Cite \textit{L. Bai} et al., Ann. Appl. Probab. 27, No. 6, 3588--3632 (2017; Zbl 1408.91098) Full Text: DOI arXiv Euclid OpenURL
Ragulina, Olena The risk model with stochastic premiums, dependence and a threshold dividend strategy. (English) Zbl 1410.91284 Mod. Stoch., Theory Appl. 4, No. 4, 315-351 (2017). MSC: 91B30 60G55 62P05 35R09 PDF BibTeX XML Cite \textit{O. Ragulina}, Mod. Stoch., Theory Appl. 4, No. 4, 315--351 (2017; Zbl 1410.91284) Full Text: DOI arXiv OpenURL
Zhang, Zhimin; Liu, Chaolin Moments of discounted dividend payments in a risk model with randomized dividend-decision times. (English) Zbl 1405.91269 Front. Math. China 12, No. 2, 493-513 (2017). MSC: 91B30 45K05 60J70 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{C. Liu}, Front. Math. China 12, No. 2, 493--513 (2017; Zbl 1405.91269) Full Text: DOI OpenURL
Shiraishi, Hiroshi Review of statistical actuarial risk modelling. (English) Zbl 1426.62308 Cogent Math. 3, Article ID 1123945, 31 p. (2016). MSC: 62P05 62-02 91G05 91B05 PDF BibTeX XML Cite \textit{H. Shiraishi}, Cogent Math. 3, Article ID 1123945, 31 p. (2016; Zbl 1426.62308) Full Text: DOI OpenURL
Jin, Can; Li, Shuanming; Wu, Xueyuan On the occupation times in a delayed Sparre Andersen risk model with exponential claims. (English) Zbl 1371.91094 Insur. Math. Econ. 71, 304-316 (2016). MSC: 91B30 62P05 60G51 60K10 PDF BibTeX XML Cite \textit{C. Jin} et al., Insur. Math. Econ. 71, 304--316 (2016; Zbl 1371.91094) Full Text: DOI Link OpenURL
Bergel, Agnieszka I.; Egídio dos Reis, Alfredo D. Ruin problems in the generalized Erlang(\(n\)) risk model. (English) Zbl 1415.91151 Eur. Actuar. J. 6, No. 1, 257-275 (2016). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{A. I. Bergel} and \textit{A. D. Egídio dos Reis}, Eur. Actuar. J. 6, No. 1, 257--275 (2016; Zbl 1415.91151) Full Text: DOI OpenURL
Wang, Wei The perturbed Sparre Andersen model with interest and a threshold dividend strategy. (English) Zbl 1334.60127 Methodol. Comput. Appl. Probab. 17, No. 2, 251-283 (2015). MSC: 60H30 60H10 60J60 60K10 60K05 91B30 35R09 PDF BibTeX XML Cite \textit{W. Wang}, Methodol. Comput. Appl. Probab. 17, No. 2, 251--283 (2015; Zbl 1334.60127) Full Text: DOI OpenURL
Yao, Kai; Qin, Zhongfeng A modified insurance risk process with uncertainty. (English) Zbl 1318.91127 Insur. Math. Econ. 62, 227-233 (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{K. Yao} and \textit{Z. Qin}, Insur. Math. Econ. 62, 227--233 (2015; Zbl 1318.91127) Full Text: DOI OpenURL
Li, Shu; Landriault, David; Lemieux, Christiane A risk model with varying premiums: its risk management implications. (English) Zbl 1308.91089 Insur. Math. Econ. 60, 38-46 (2015). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Li} et al., Insur. Math. Econ. 60, 38--46 (2015; Zbl 1308.91089) Full Text: DOI OpenURL
Huang, Yujuan; Yu, Wenguang The Gerber-Shiu discounted penalty function of sparre Andersen risk model with a constant dividend barrier. (English) Zbl 1407.91139 Math. Probl. Eng. 2014, Article ID 450149, 7 p. (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{Y. Huang} and \textit{W. Yu}, Math. Probl. Eng. 2014, Article ID 450149, 7 p. (2014; Zbl 1407.91139) Full Text: DOI OpenURL
Chen, Mi; Guo, Junyi; Wu, Xueyuan Expected discounted dividends in a discrete semi-Markov risk model. (English) Zbl 1293.91093 J. Comput. Appl. Math. 266, 1-17 (2014). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{M. Chen} et al., J. Comput. Appl. Math. 266, 1--17 (2014; Zbl 1293.91093) Full Text: DOI OpenURL
Zhang, Zhimin On a risk model with randomized dividend-decision times. (English) Zbl 1282.91164 J. Ind. Manag. Optim. 10, No. 4, 1041-1058 (2014). MSC: 91B30 91G50 62P05 PDF BibTeX XML Cite \textit{Z. Zhang}, J. Ind. Manag. Optim. 10, No. 4, 1041--1058 (2014; Zbl 1282.91164) Full Text: DOI OpenURL
Shi, Yafeng; Liu, Peng; Zhang, Chunsheng On the compound Poisson risk model with dependence and a threshold dividend strategy. (English) Zbl 1283.91089 Stat. Probab. Lett. 83, No. 9, 1998-2006 (2013). MSC: 91B30 62H05 60K10 PDF BibTeX XML Cite \textit{Y. Shi} et al., Stat. Probab. Lett. 83, No. 9, 1998--2006 (2013; Zbl 1283.91089) Full Text: DOI OpenURL
Tan, Ji Yang; Xiao, Lin; Liu, Shao Yue; Yang, Xiang Qun Dividend-reinsurance strategy in the Sparre Andersen model. (English) Zbl 1268.91084 Acta Math. Sin., Engl. Ser. 29, No. 2, 405-416 (2013). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{J. Y. Tan} et al., Acta Math. Sin., Engl. Ser. 29, No. 2, 405--416 (2013; Zbl 1268.91084) Full Text: DOI OpenURL
Tan, Jiyang; Yang, Xiangqun The compound binomial model with a constant dividend barrier and periodically paid dividends. (English) Zbl 1259.91070 J. Syst. Sci. Complex. 25, No. 1, 167-177 (2012). MSC: 91B64 93E03 PDF BibTeX XML Cite \textit{J. Tan} and \textit{X. Yang}, J. Syst. Sci. Complex. 25, No. 1, 167--177 (2012; Zbl 1259.91070) Full Text: DOI OpenURL
Geng, Xianmin; Wang, Ying The compound Pascal model with dividends paid under random interest. (English) Zbl 1246.91061 Stat. Probab. Lett. 82, No. 7, 1331-1336 (2012). MSC: 91B30 62P05 60K30 PDF BibTeX XML Cite \textit{X. Geng} and \textit{Y. Wang}, Stat. Probab. Lett. 82, No. 7, 1331--1336 (2012; Zbl 1246.91061) Full Text: DOI OpenURL
Li, Jinzhu Asymptotics in a time-dependent renewal risk model with stochastic return. (English) Zbl 1230.91076 J. Math. Anal. Appl. 387, No. 2, 1009-1023 (2012). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{J. Li}, J. Math. Anal. Appl. 387, No. 2, 1009--1023 (2012; Zbl 1230.91076) Full Text: DOI OpenURL
Cossette, Hélène; Marceau, Etienne; Marri, Fouad Constant dividend barrier in a risk model with a generalized Farlie-Gumbel-Morgenstern copula. (English) Zbl 1232.91343 Methodol. Comput. Appl. Probab. 13, No. 3, 487-510 (2011). MSC: 91B30 60K05 62P05 PDF BibTeX XML Cite \textit{H. Cossette} et al., Methodol. Comput. Appl. Probab. 13, No. 3, 487--510 (2011; Zbl 1232.91343) Full Text: DOI OpenURL
Zhang, Zhen Zhong; Zou, Jie Zhong; Liu, Yuan Yuan The maximum surplus distribution before ruin in an Erlang(\(n\)) risk process perturbed by diffusion. (English) Zbl 1237.91145 Acta Math. Sin., Engl. Ser. 27, No. 9, 1869-1880 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Z. Z. Zhang} et al., Acta Math. Sin., Engl. Ser. 27, No. 9, 1869--1880 (2011; Zbl 1237.91145) Full Text: DOI OpenURL
Cheung, Eric C. K. A generalized penalty function in Sparre Andersen risk models with surplus-dependent premium. (English) Zbl 1229.91157 Insur. Math. Econ. 48, No. 3, 384-397 (2011). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Insur. Math. Econ. 48, No. 3, 384--397 (2011; Zbl 1229.91157) Full Text: DOI Link OpenURL
Frostig, Esther Asymptotic analysis of a risk process with high dividend barrier. (English) Zbl 1231.91184 Insur. Math. Econ. 47, No. 1, 21-26 (2010). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{E. Frostig}, Insur. Math. Econ. 47, No. 1, 21--26 (2010; Zbl 1231.91184) Full Text: DOI OpenURL
Xie, Jie-Hua; Zou, Wei Expected present value of total dividends in a delayed claims risk model under stochastic interest rates. (English) Zbl 1231.91460 Insur. Math. Econ. 46, No. 2, 415-422 (2010). MSC: 91G30 91B30 PDF BibTeX XML Cite \textit{J.-H. Xie} and \textit{W. Zou}, Insur. Math. Econ. 46, No. 2, 415--422 (2010; Zbl 1231.91460) Full Text: DOI OpenURL
Tang, Qihe; Wei, Li Asymptotic aspects of the Gerber-Shiu function in the renewal risk model using Wiener-Hopf factorization and convolution equivalence. (English) Zbl 1231.91243 Insur. Math. Econ. 46, No. 1, 19-31 (2010). MSC: 91B30 60K05 62E20 PDF BibTeX XML Cite \textit{Q. Tang} and \textit{L. Wei}, Insur. Math. Econ. 46, No. 1, 19--31 (2010; Zbl 1231.91243) Full Text: DOI OpenURL
Löpker, Andreas; Perry, David The idle period of the finite \(G/M/1\) queue with an interpretation in risk theory. (English) Zbl 1201.60087 Queueing Syst. 64, No. 4, 395-407 (2010). Reviewer: Andreas Brandt (Berlin) MSC: 60K25 91B30 90B22 68M20 PDF BibTeX XML Cite \textit{A. Löpker} and \textit{D. Perry}, Queueing Syst. 64, No. 4, 395--407 (2010; Zbl 1201.60087) Full Text: DOI OpenURL
Ji, Lanpeng; Zhang, Chunsheng The Gerber-Shiu penalty functions for two classes of renewal risk processes. (English) Zbl 1222.91024 J. Comput. Appl. Math. 233, No. 10, 2575-2589 (2010). MSC: 91B30 60J27 PDF BibTeX XML Cite \textit{L. Ji} and \textit{C. Zhang}, J. Comput. Appl. Math. 233, No. 10, 2575--2589 (2010; Zbl 1222.91024) Full Text: DOI OpenURL
Avanzi, Benjamin Strategies for dividend distribution: a review. (English) Zbl 1483.91177 N. Am. Actuar. J. 13, No. 2, 217-251 (2009). MSC: 91G05 91-02 PDF BibTeX XML Cite \textit{B. Avanzi}, N. Am. Actuar. J. 13, No. 2, 217--251 (2009; Zbl 1483.91177) Full Text: DOI OpenURL
Chadjiconstantinidis, Stathis; Papaioannou, Apostolos D. Analysis of the Gerber-Shiu function and dividend barrier problems for a risk process with two classes of claims. (English) Zbl 1231.91153 Insur. Math. Econ. 45, No. 3, 470-484 (2009). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{S. Chadjiconstantinidis} and \textit{A. D. Papaioannou}, Insur. Math. Econ. 45, No. 3, 470--484 (2009; Zbl 1231.91153) Full Text: DOI OpenURL
Feng, Runhuan On the total operating costs up to default in a renewal risk model. (English) Zbl 1231.91183 Insur. Math. Econ. 45, No. 2, 305-314 (2009). MSC: 91B30 60K05 PDF BibTeX XML Cite \textit{R. Feng}, Insur. Math. Econ. 45, No. 2, 305--314 (2009; Zbl 1231.91183) Full Text: DOI OpenURL
Yuen, Kam C.; Lu, Yuhua; Wu, Rong The compound Poisson process perturbed by a diffusion with a threshold dividend strategy. (English) Zbl 1224.91100 Appl. Stoch. Models Bus. Ind. 25, No. 1, 73-93 (2009). Reviewer: A. D. Borisenko (Kyïv) MSC: 91B30 60K10 60J70 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Appl. Stoch. Models Bus. Ind. 25, No. 1, 73--93 (2009; Zbl 1224.91100) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun The compound Poisson risk model with interest and a threshold strategy. (English) Zbl 1181.91108 Stoch. Models 25, No. 2, 197-220 (2009). Reviewer: V. S. Borkar (Mumbai) MSC: 91B30 60J75 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, Stoch. Models 25, No. 2, 197--220 (2009; Zbl 1181.91108) Full Text: DOI OpenURL
Cai, Jun; Feng, Runhuan; Willmot, Gordon E. On the expectation of total discounted operating costs up to default and its applications. (English) Zbl 1173.91023 Adv. Appl. Probab. 41, No. 2, 495-522 (2009). Reviewer: Emilia Di Lorenzo (Napoli) MSC: 91B30 91B70 91G20 PDF BibTeX XML Cite \textit{J. Cai} et al., Adv. Appl. Probab. 41, No. 2, 495--522 (2009; Zbl 1173.91023) Full Text: DOI OpenURL
Dong, Yinghui; Wang, Guojing; Yuen, Kam C. On the renewal risk model under a threshold strategy. (English) Zbl 1170.91014 J. Comput. Appl. Math. 230, No. 1, 22-33 (2009). Reviewer: Nicko G. Gamkrelidze (Moskva) MSC: 91B30 91B70 PDF BibTeX XML Cite \textit{Y. Dong} et al., J. Comput. Appl. Math. 230, No. 1, 22--33 (2009; Zbl 1170.91014) Full Text: DOI OpenURL
Lu, Yi; Li, Shuanming The Markovian regime-switching risk model with a threshold dividend strategy. (English) Zbl 1163.91438 Insur. Math. Econ. 44, No. 2, 296-303 (2009). MSC: 91B30 91B28 PDF BibTeX XML Cite \textit{Y. Lu} and \textit{S. Li}, Insur. Math. Econ. 44, No. 2, 296--303 (2009; Zbl 1163.91438) Full Text: DOI OpenURL
Badescu, Andrei; Landriault, David Recursive calculation of the dividend moments in a multi-threshold risk model. (English) Zbl 1481.91162 N. Am. Actuar. J. 12, No. 1, 74-88 (2008). MSC: 91G05 PDF BibTeX XML Cite \textit{A. Badescu} and \textit{D. Landriault}, N. Am. Actuar. J. 12, No. 1, 74--88 (2008; Zbl 1481.91162) Full Text: DOI OpenURL
Li, Bo; Wu, Rong The dividend function in the jump-diffusion dual model with barrier dividend strategy. (English) Zbl 1166.60325 Appl. Math. Mech., Engl. Ed. 29, No. 9, 1239-1249 (2008). MSC: 60J75 62P25 PDF BibTeX XML Cite \textit{B. Li} and \textit{R. Wu}, Appl. Math. Mech., Engl. Ed. 29, No. 9, 1239--1249 (2008; Zbl 1166.60325) Full Text: DOI OpenURL
Gao, Heli; Yin, Chuancun A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy. (English) Zbl 1152.91579 Appl. Math. Comput. 205, No. 1, 454-464 (2008). MSC: 91B30 60J65 PDF BibTeX XML Cite \textit{H. Gao} and \textit{C. Yin}, Appl. Math. Comput. 205, No. 1, 454--464 (2008; Zbl 1152.91579) Full Text: DOI OpenURL
Gao, Heli; Yin, Chuancun The perturbed Sparre Andersen model with a threshold dividend strategy. (English) Zbl 1221.91030 J. Comput. Appl. Math. 220, No. 1-2, 394-408 (2008). Reviewer: Piotr Jaworski (Warszawa) MSC: 91B30 45K05 91G10 PDF BibTeX XML Cite \textit{H. Gao} and \textit{C. Yin}, J. Comput. Appl. Math. 220, No. 1--2, 394--408 (2008; Zbl 1221.91030) Full Text: DOI OpenURL
Landriault, David Constant dividend barrier in a risk model with interclaim-dependent claim sizes. (English) Zbl 1141.91523 Insur. Math. Econ. 42, No. 1, 31-38 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{D. Landriault}, Insur. Math. Econ. 42, No. 1, 31--38 (2008; Zbl 1141.91523) Full Text: DOI OpenURL
Yang, Hu; Zhang, Zhimin Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy. (English) Zbl 1141.91553 Insur. Math. Econ. 42, No. 3, 984-991 (2008). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Yang} and \textit{Z. Zhang}, Insur. Math. Econ. 42, No. 3, 984--991 (2008; Zbl 1141.91553) Full Text: DOI OpenURL
Li, Shuanming; Lu, Yi Moments of the dividend payments and related problems in a Markov-modulated risk model. (English) Zbl 1480.91222 N. Am. Actuar. J. 11, No. 2, 65-76 (2007). MSC: 91G05 45J05 PDF BibTeX XML Cite \textit{S. Li} and \textit{Y. Lu}, N. Am. Actuar. J. 11, No. 2, 65--76 (2007; Zbl 1480.91222) Full Text: DOI OpenURL
Badescu, Andrei; Drekic, Steve; Landriault, Daviv On the analysis of a multi-threshold Markovian risk model. (English) Zbl 1164.91025 Scand. Actuar. J. 2007, No. 4, 248-260 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 248--260 (2007; Zbl 1164.91025) Full Text: DOI OpenURL
Badescu, Andrei; Drekic, Steve; Landriault, Daviv Analysis of a threshold dividend strategy for a MAP risk model. (English) Zbl 1164.91024 Scand. Actuar. J. 2007, No. 4, 227-247 (2007). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{A. Badescu} et al., Scand. Actuar. J. 2007, No. 4, 227--247 (2007; Zbl 1164.91024) Full Text: DOI OpenURL
Ahn, Soohan; Badescu, Andrei L.; Ramaswami, V. Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier. (English) Zbl 1124.60067 Queueing Syst. 55, No. 4, 207-222 (2007). Reviewer: Oleg K. Zakusilo (Kyïv) MSC: 60K25 60J25 60K15 60K37 PDF BibTeX XML Cite \textit{S. Ahn} et al., Queueing Syst. 55, No. 4, 207--222 (2007; Zbl 1124.60067) Full Text: DOI OpenURL
Yuen, Kam C.; Wang, Guojing; Li, Wai K. The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier. (English) Zbl 1273.91456 Insur. Math. Econ. 40, No. 1, 104-112 (2007). MSC: 91G50 91B30 45J05 PDF BibTeX XML Cite \textit{K. C. Yuen} et al., Insur. Math. Econ. 40, No. 1, 104--112 (2007; Zbl 1273.91456) Full Text: DOI OpenURL
Li, Shuanming The distribution of the dividend payments in the compound Poisson risk model perturbed by diffusion. (English) Zbl 1143.91032 Scand. Actuar. J. 2006, No. 2, 73-85 (2006). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 91B30 PDF BibTeX XML Cite \textit{S. Li}, Scand. Actuar. J. 2006, No. 2, 73--85 (2006; Zbl 1143.91032) Full Text: DOI OpenURL
Lin, X. Sheldon; Pavlova, Kristina P. The compound Poisson risk model with a threshold dividend strategy. (English) Zbl 1157.91383 Insur. Math. Econ. 38, No. 1, 57-80 (2006). MSC: 91B30 PDF BibTeX XML Cite \textit{X. S. Lin} and \textit{K. P. Pavlova}, Insur. Math. Econ. 38, No. 1, 57--80 (2006; Zbl 1157.91383) Full Text: DOI OpenURL
Li, Shuanming; Dickson, David C. M. The maximum surplus before ruin in an Erlang\((n)\) risk process and related problems. (English) Zbl 1168.60363 Insur. Math. Econ. 38, No. 3, 529-539 (2006). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{S. Li} and \textit{D. C. M. Dickson}, Insur. Math. Econ. 38, No. 3, 529--539 (2006; Zbl 1168.60363) Full Text: DOI Link OpenURL
Gerber, Hans U.; Shiu, Elias S. W. On optimal dividends: from reflection to refraction. (English) Zbl 1089.91023 J. Comput. Appl. Math. 186, No. 1, 4-22 (2006). Reviewer: Qin Lu (Easton) MSC: 91G50 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, J. Comput. Appl. Math. 186, No. 1, 4--22 (2006; Zbl 1089.91023) Full Text: DOI OpenURL
Zhou, Xiaowen On a classical risk model with a constant dividend barrier. (English) Zbl 1215.60051 N. Am. Actuar. J. 9, No. 4, 95-108 (2005). MSC: 60K10 60K05 91B30 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 9, No. 4, 95--108 (2005; Zbl 1215.60051) Full Text: DOI Link OpenURL
Albrecher, Hansjörg; Claramunt, M. Mercé; Mármol, Maite On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times. (English) Zbl 1117.91377 Insur. Math. Econ. 37, No. 2, 324-334 (2005). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Insur. Math. Econ. 37, No. 2, 324--334 (2005; Zbl 1117.91377) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. The time value of ruin in a Sparre Andersen model. With discussion and a reply by the authors. (English) Zbl 1085.62508 N. Am. Actuar. J. 9, No. 2, 49-84 (2005). MSC: 62P05 91G50 60K10 60K05 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 9, No. 2, 49--84 (2005; Zbl 1085.62508) Full Text: DOI OpenURL