Drekic, Steve; Woo, Jae-Kyung; Xu, Ran A threshold-based risk process with a waiting period to pay dividends. (English) Zbl 1412.60064 J. Ind. Manag. Optim. 14, No. 3, 1179-1201 (2018). MSC: 60G50 60K05 91B30 62P05 PDFBibTeX XMLCite \textit{S. Drekic} et al., J. Ind. Manag. Optim. 14, No. 3, 1179--1201 (2018; Zbl 1412.60064) Full Text: DOI
Drekic, Steve; Mera, Ana Maria Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model. (English) Zbl 1245.91043 Methodol. Comput. Appl. Probab. 13, No. 4, 723-747 (2011). MSC: 91B30 60J10 60J22 PDFBibTeX XMLCite \textit{S. Drekic} and \textit{A. M. Mera}, Methodol. Comput. Appl. Probab. 13, No. 4, 723--747 (2011; Zbl 1245.91043) Full Text: DOI