Dong, Hua; Zhao, Xiang-hua Periodic dividends and capital injections for a spectrally negative Lévy risk process under absolute ruin. (English) Zbl 07304282 Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349-358 (2020). MSC: 91B30 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X.-h. Zhao}, Appl. Math., Ser. B (Engl. Ed.) 35, No. 3, 349--358 (2020; Zbl 07304282) Full Text: DOI
Aurzada, Frank; Buck, Micha Ruin probabilities in the Cramér-Lundberg model with temporarily negative capital. (English) Zbl 1452.91258 Eur. Actuar. J. 10, No. 1, 261-269 (2020). MSC: 91G05 PDF BibTeX XML Cite \textit{F. Aurzada} and \textit{M. Buck}, Eur. Actuar. J. 10, No. 1, 261--269 (2020; Zbl 1452.91258) Full Text: DOI
Avanzi, Benjamin; Lau, Hayden; Wong, Bernard Optimal periodic dividend strategies for spectrally positive Lévy risk processes with fixed transaction costs. (English) Zbl 1447.91126 Insur. Math. Econ. 93, 315-332 (2020). MSC: 91G05 60G51 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 93, 315--332 (2020; Zbl 1447.91126) Full Text: DOI
Li, Yingqiu; Chen, Ye; Wang, Shilin; Peng, Zhaohui Exit identities for diffusion processes observed at Poisson arrival times. (English) Zbl 1451.60092 Front. Math. China 15, No. 3, 507-528 (2020). MSC: 60J60 60G17 PDF BibTeX XML Cite \textit{Y. Li} et al., Front. Math. China 15, No. 3, 507--528 (2020; Zbl 1451.60092) Full Text: DOI
Liu, Zhang; Chen, Ping; Hu, Yijun On the dual risk model with diffusion under a mixed dividend strategy. (English) Zbl 07197515 Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020). MSC: 60J60 60K15 PDF BibTeX XML Cite \textit{Z. Liu} et al., Appl. Math. Comput. 376, Article ID 125115, 19 p. (2020; Zbl 07197515) Full Text: DOI
Liu, YongGe; Chen, Xu; Zhuo, WenYan Dividends under threshold dividend strategy with randomized observation periods and capital-exchange agreement. (English) Zbl 1426.91298 J. Comput. Appl. Math. 366, Article ID 112426, 15 p. (2020). MSC: 91G50 35R09 91G60 PDF BibTeX XML Cite \textit{Y. Liu} et al., J. Comput. Appl. Math. 366, Article ID 112426, 15 p. (2020; Zbl 1426.91298) Full Text: DOI
Strini, Josef Anton; Thonhauser, Stefan On a dividend problem with random funding. (English) Zbl 1433.91146 Eur. Actuar. J. 9, No. 2, 607-633 (2019). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{J. A. Strini} and \textit{S. Thonhauser}, Eur. Actuar. J. 9, No. 2, 607--633 (2019; Zbl 1433.91146) Full Text: DOI
Landriault, David; Li, Bin; Shi, Tianxiang; Xu, Di On the distribution of classic and some exotic ruin times. (English) Zbl 1427.91235 Insur. Math. Econ. 89, 38-45 (2019). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 89, 38--45 (2019; Zbl 1427.91235) Full Text: DOI
Dong, Hua; Zhou, Xiaowen On a spectrally negative Lévy risk process with periodic dividends and capital injections. (English) Zbl 1425.91221 Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{H. Dong} and \textit{X. Zhou}, Stat. Probab. Lett. 155, Article ID 108589, 9 p. (2019; Zbl 1425.91221) Full Text: DOI
Dong, Hua; Yin, Chuancun; Dai, Hongshuai Spectrally negative Lévy risk model under Erlangized barrier strategy. (English) Zbl 1419.91356 J. Comput. Appl. Math. 351, 101-116 (2019). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{H. Dong} et al., J. Comput. Appl. Math. 351, 101--116 (2019; Zbl 1419.91356) Full Text: DOI
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
Zhang, Zhimin; Cheung, Eric C. K. A note on a Lévy insurance risk model under periodic dividend decisions. (English) Zbl 1412.60068 J. Ind. Manag. Optim. 14, No. 1, 35-63 (2018). MSC: 60G51 60J75 91B30 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, J. Ind. Manag. Optim. 14, No. 1, 35--63 (2018; Zbl 1412.60068) Full Text: DOI
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models. (English) Zbl 1419.91380 J. Appl. Probab. 55, No. 4, 1272-1286 (2018). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{K. Noba} et al., J. Appl. Probab. 55, No. 4, 1272--1286 (2018; Zbl 1419.91380) Full Text: DOI arXiv
Landriault, David; Li, Bin; Wong, Jeff T. Y.; Xu, Di Poissonian potential measures for Lévy risk models. (English) Zbl 1416.91198 Insur. Math. Econ. 82, 152-166 (2018). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{D. Landriault} et al., Insur. Math. Econ. 82, 152--166 (2018; Zbl 1416.91198) Full Text: DOI
Noba, Kei; Pérez, José-Luis; Yamazaki, Kazutoshi; Yano, Kouji On optimal periodic dividend strategies for Lévy risk processes. (English) Zbl 1402.91211 Insur. Math. Econ. 80, 29-44 (2018). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{K. Noba} et al., Insur. Math. Econ. 80, 29--44 (2018; Zbl 1402.91211) Full Text: DOI arXiv
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang On the compound Poisson risk model with periodic capital injections. (English) Zbl 1390.91220 ASTIN Bull. 48, No. 1, 435-477 (2018). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{Z. Zhang} et al., ASTIN Bull. 48, No. 1, 435--477 (2018; Zbl 1390.91220) Full Text: DOI
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard Optimal dividends under Erlang(2) inter-dividend decision times. (English) Zbl 1401.91094 Insur. Math. Econ. 79, 225-242 (2018). MSC: 91B30 62P05 91G80 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 79, 225--242 (2018; Zbl 1401.91094) Full Text: DOI
Avram, Florin; Pérez, José-Luis; Yamazaki, Kazutoshi Spectrally negative Lévy processes with Parisian reflection below and classical reflection above. (English) Zbl 1386.60168 Stochastic Processes Appl. 128, No. 1, 255-290 (2018). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Stochastic Processes Appl. 128, No. 1, 255--290 (2018; Zbl 1386.60168) Full Text: DOI
Zhang, Zhimin; Han, Xiao The compound Poisson risk model under a mixed dividend strategy. (English) Zbl 1427.91080 Appl. Math. Comput. 315, 1-12 (2017). MSC: 91B05 62P05 91G05 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{X. Han}, Appl. Math. Comput. 315, 1--12 (2017; Zbl 1427.91080) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K.; Yang, Hailiang Lévy insurance risk process with Poissonian taxation. (English) Zbl 1401.91216 Scand. Actuar. J. 2017, No. 1, 51-87 (2017). MSC: 91B30 91B64 60G51 62P05 60J75 60K10 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2017, No. 1, 51--87 (2017; Zbl 1401.91216) Full Text: DOI
Cheung, Eric C. K.; Wong, Jeff T. Y. On the dual risk model with Parisian implementation delays in dividend payments. (English) Zbl 1394.91204 Eur. J. Oper. Res. 257, No. 1, 159-173 (2017). MSC: 91B30 60G51 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} and \textit{J. T. Y. Wong}, Eur. J. Oper. Res. 257, No. 1, 159--173 (2017; Zbl 1394.91204) Full Text: DOI
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
Guérin, Hélène; Renaud, Jean-François On the distribution of cumulative Parisian ruin. (English) Zbl 1397.91285 Insur. Math. Econ. 73, 116-123 (2017). MSC: 91B30 60G51 60K10 60G44 60J65 PDF BibTeX XML Cite \textit{H. Guérin} and \textit{J.-F. Renaud}, Insur. Math. Econ. 73, 116--123 (2017; Zbl 1397.91285) Full Text: DOI arXiv
Yang, Xixi; Tan, Jiyang; Zhang, Hanjun; Li, Ziqiang An optimal control problem in a risk model with stochastic premiums and periodic dividend payments. (English) Zbl 1371.91111 Asia-Pac. J. Oper. Res. 34, No. 3, Article ID 1740013, 18 p. (2017). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{X. Yang} et al., Asia-Pac. J. Oper. Res. 34, No. 3, Article ID 1740013, 18 p. (2017; Zbl 1371.91111) Full Text: DOI
Zhao, Yongxia; Chen, Ping; Yang, Hailiang Optimal periodic dividend and capital injection problem for spectrally positive Lévy processes. (English) Zbl 1394.91243 Insur. Math. Econ. 74, 135-146 (2017). MSC: 91B30 60G51 93E20 PDF BibTeX XML Cite \textit{Y. Zhao} et al., Insur. Math. Econ. 74, 135--146 (2017; Zbl 1394.91243) Full Text: DOI
Vierkötter, Matthias; Schmidli, Hanspeter On optimal dividends with exponential and linear penalty payments. (English) Zbl 1394.91235 Insur. Math. Econ. 72, 265-270 (2017). MSC: 91B30 60J60 PDF BibTeX XML Cite \textit{M. Vierkötter} and \textit{H. Schmidli}, Insur. Math. Econ. 72, 265--270 (2017; Zbl 1394.91235) Full Text: DOI
Albrecher, Hansjörg; Ivanovs, Jevgenijs Strikingly simple identities relating exit problems for Lévy processes under continuous and Poisson observations. (English) Zbl 1354.60048 Stochastic Processes Appl. 127, No. 2, 643-656 (2017). MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Ivanovs}, Stochastic Processes Appl. 127, No. 2, 643--656 (2017; Zbl 1354.60048) Full Text: DOI
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard On the interface between optimal periodic and continuous dividend strategies in the presence of transaction costs. (English) Zbl 1390.91159 ASTIN Bull. 46, No. 3, 709-746 (2016). MSC: 91B30 60J65 93E20 PDF BibTeX XML Cite \textit{B. Avanzi} et al., ASTIN Bull. 46, No. 3, 709--746 (2016; Zbl 1390.91159) Full Text: DOI
Wang, Xiulian; Wang, Wei; Zhang, Chunsheng Ornstein-Uhlenback type Omega model. (English) Zbl 1361.60079 Front. Math. China 11, No. 3, 737-751 (2016). MSC: 60K10 91B30 PDF BibTeX XML Cite \textit{X. Wang} et al., Front. Math. China 11, No. 3, 737--751 (2016; Zbl 1361.60079) Full Text: DOI
Cui, Zhenyu; Nguyen, Duy Omega diffusion risk model with surplus-dependent tax and capital injections. (English) Zbl 1369.91080 Insur. Math. Econ. 68, 150-161 (2016). MSC: 91B30 60G51 PDF BibTeX XML Cite \textit{Z. Cui} and \textit{D. Nguyen}, Insur. Math. Econ. 68, 150--161 (2016; Zbl 1369.91080) Full Text: DOI
Zhang, Zhimin; Cheung, Eric C. K. The Markov additive risk process under an Erlangized dividend barrier strategy. (English) Zbl 1338.91081 Methodol. Comput. Appl. Probab. 18, No. 2, 275-306 (2016). MSC: 91B30 60K20 PDF BibTeX XML Cite \textit{Z. Zhang} and \textit{E. C. K. Cheung}, Methodol. Comput. Appl. Probab. 18, No. 2, 275--306 (2016; Zbl 1338.91081) Full Text: DOI
Albrecher, Hansjörg; Ivanovs, Jevgenijs; Zhou, Xiaowen Exit identities for Lévy processes observed at Poisson arrival times. (English) Zbl 1338.60125 Bernoulli 22, No. 3, 1364-1382 (2016). MSC: 60G51 60G55 91B30 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Bernoulli 22, No. 3, 1364--1382 (2016; Zbl 1338.60125) Full Text: DOI Euclid arXiv
Chen, Shumin; Wang, Xi; Deng, Yinglu; Zeng, Yan Optimal dividend-financing strategies in a dual risk model with time-inconsistent preferences. (English) Zbl 1348.91132 Insur. Math. Econ. 67, 27-37 (2016). MSC: 91B30 93E20 91G50 60G51 PDF BibTeX XML Cite \textit{S. Chen} et al., Insur. Math. Econ. 67, 27--37 (2016; Zbl 1348.91132) Full Text: DOI
Liu, Chaolin; Zhang, Zhimin On a discrete risk model with delayed claims and a randomized dividend strategy. (English) Zbl 1415.91156 Adv. Difference Equ. 2015, Paper No. 284, 14 p. (2015). MSC: 91B30 PDF BibTeX XML Cite \textit{C. Liu} and \textit{Z. Zhang}, Adv. Difference Equ. 2015, Paper No. 284, 14 p. (2015; Zbl 1415.91156) Full Text: DOI
Wong, Jeff T. Y.; Cheung, Eric C. K. On the time value of Parisian ruin in (dual) renewal risk processes with exponential jumps. (English) Zbl 1348.91189 Insur. Math. Econ. 65, 280-290 (2015). MSC: 91B30 60K10 62P05 PDF BibTeX XML Cite \textit{J. T. Y. Wong} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 65, 280--290 (2015; Zbl 1348.91189) Full Text: DOI
Liu, Xiao; Chen, Zhenlong; Ming, Ruixing The optimal dividend barrier in the perturbed compound Poisson risk model with randomized observation time. (English) Zbl 1349.91148 J. Syst. Sci. Complex. 28, No. 2, 451-470 (2015). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Liu} et al., J. Syst. Sci. Complex. 28, No. 2, 451--470 (2015; Zbl 1349.91148) Full Text: DOI
Jin, Fang; Ou, Hui; Yang, Xiang Qun A periodic dividend problem with inconstant barrier in Markovian environment. (English) Zbl 1319.60183 Acta Math. Sin., Engl. Ser. 31, No. 2, 281-294 (2015). MSC: 60K37 60J10 60J20 91B30 PDF BibTeX XML Cite \textit{F. Jin} et al., Acta Math. Sin., Engl. Ser. 31, No. 2, 281--294 (2015; Zbl 1319.60183) Full Text: DOI
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
Renaud, Jean-François On the time spent in the red by a refracted Lévy risk process. (English) Zbl 1321.60099 J. Appl. Probab. 51, No. 4, 1171-1188 (2014). Reviewer: Alexander Schnurr (Siegen) MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{J.-F. Renaud}, J. Appl. Probab. 51, No. 4, 1171--1188 (2014; Zbl 1321.60099) Full Text: DOI Euclid
Choi, Michael C. H.; Cheung, Eric C. K. On the expected discounted dividends in the Cramér-Lundberg risk model with more frequent ruin monitoring than dividend decisions. (English) Zbl 1306.91072 Insur. Math. Econ. 59, 121-132 (2014). MSC: 91B30 PDF BibTeX XML Cite \textit{M. C. H. Choi} and \textit{E. C. K. Cheung}, Insur. Math. Econ. 59, 121--132 (2014; Zbl 1306.91072) Full Text: DOI
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard On optimal periodic dividend strategies in the dual model with diffusion. (English) Zbl 1296.91143 Insur. Math. Econ. 55, 210-224 (2014). MSC: 91B30 93E20 PDF BibTeX XML Cite \textit{B. Avanzi} et al., Insur. Math. Econ. 55, 210--224 (2014; Zbl 1296.91143) Full Text: DOI
Chen, Xu; Xiao, Ting; Yang, Xiang-qun A Markov-modulated jump-diffusion risk model with randomized observation periods and threshold dividend strategy. (English) Zbl 1289.91074 Insur. Math. Econ. 54, 76-83 (2014). MSC: 91B30 60J60 PDF BibTeX XML Cite \textit{X. Chen} et al., Insur. Math. Econ. 54, 76--83 (2014; Zbl 1289.91074) Full Text: DOI
Liu, Xiao; Chen, Zhenlong Dividend problems in the dual model with diffusion and exponentially distributed observation time. (English) Zbl 1331.91101 Stat. Probab. Lett. 87, 175-183 (2014). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{X. Liu} and \textit{Z. Chen}, Stat. Probab. Lett. 87, 175--183 (2014; Zbl 1331.91101) Full Text: DOI
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
Li, Bin; Zhou, Xiaowen The joint Laplace transforms for diffusion occupation times. (English) Zbl 1370.60136 Adv. Appl. Probab. 45, No. 4, 1049-1067 (2013). MSC: 60J60 60J55 60G51 91B30 PDF BibTeX XML Cite \textit{B. Li} and \textit{X. Zhou}, Adv. Appl. Probab. 45, No. 4, 1049--1067 (2013; Zbl 1370.60136) Full Text: DOI
Albrecher, Hansjörg; Cheung, Eric C. K.; Thonhauser, Stefan Randomized observation periods for the compound Poisson risk model: the discounted penalty function. (English) Zbl 1401.91089 Scand. Actuar. J. 2013, No. 6, 424-452 (2013). MSC: 91B30 62P05 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Scand. Actuar. J. 2013, No. 6, 424--452 (2013; Zbl 1401.91089) Full Text: DOI
Breuer, Lothar The resolvent and expected local times for Markov-modulated Brownian motion with phase-dependent termination rates. (English) Zbl 1270.60078 J. Appl. Probab. 50, No. 2, 430-438 (2013). MSC: 60J25 60G51 60J55 PDF BibTeX XML Cite \textit{L. Breuer}, J. Appl. Probab. 50, No. 2, 430--438 (2013; Zbl 1270.60078) Full Text: DOI Euclid
Gerber, Hans U.; Shiu, Elias S. W.; Yang, Hailiang The Omega model: from bankruptcy to occupation times in the red. (English) Zbl 1256.91057 Eur. Actuar. J. 2, No. 2, 259-272 (2012). MSC: 91G40 91B30 PDF BibTeX XML Cite \textit{H. U. Gerber} et al., Eur. Actuar. J. 2, No. 2, 259--272 (2012; Zbl 1256.91057) Full Text: DOI
Wei, Jiaqin; Wang, Rongming; Yang, Hailiang On the optimal dividend strategy in a regime-switching diffusion model. (English) Zbl 1251.93143 Adv. Appl. Probab. 44, No. 3, 886-906 (2012). MSC: 93E20 91B70 60H30 PDF BibTeX XML Cite \textit{J. Wei} et al., Adv. Appl. Probab. 44, No. 3, 886--906 (2012; Zbl 1251.93143) Full Text: DOI Euclid
Albrecher, Hansjörg; Gerber, Hans U.; Shiu, Elias S. W. The optimal dividend barrier in the gamma-omega model. (English) Zbl 1219.91062 Eur. Actuar. J. 1, No. 1, 43-55 (2011). MSC: 91B30 60J70 PDF BibTeX XML Cite \textit{H. Albrecher} et al., Eur. Actuar. J. 1, No. 1, 43--55 (2011; Zbl 1219.91062) Full Text: DOI