Dibu, A. S.; Jacob, M. J.; Papaioannou, Apostolos D.; Ramsden, Lewis Delayed capital injections for a risk process with Markovian arrivals. (English) Zbl 1476.60127 Methodol. Comput. Appl. Probab. 23, No. 3, 1057-1076 (2021). MSC: 60J25 91B05 45B05 PDF BibTeX XML Cite \textit{A. S. Dibu} et al., Methodol. Comput. Appl. Probab. 23, No. 3, 1057--1076 (2021; Zbl 1476.60127) Full Text: DOI OpenURL
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 Link 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
Cheung, Eric C. K. A unifying approach to the analysis of business with random gains. (English) Zbl 1277.60148 Scand. Actuar. J. 2012, No. 3, 153-182 (2012). MSC: 60K20 62P05 91B30 PDF BibTeX XML Cite \textit{E. C. K. Cheung}, Scand. Actuar. J. 2012, No. 3, 153--182 (2012; Zbl 1277.60148) Full Text: DOI OpenURL
Elliott, Robert J.; Siu, Tak Kuen; Chan, Leunglung; Lau, John W. Pricing options under a generalized Markov-modulated jump-diffusion model. (English) Zbl 1155.91380 Stochastic Anal. Appl. 25, No. 4, 821-843 (2007). MSC: 91G20 60G42 PDF BibTeX XML Cite \textit{R. J. Elliott} et al., Stochastic Anal. Appl. 25, No. 4, 821--843 (2007; Zbl 1155.91380) Full Text: DOI OpenURL
Dickson, David C. M.; Waters, Howard R. Some optimal dividends problems. (English) Zbl 1097.91040 Astin Bull. 34, No. 1, 49-74 (2004). Reviewer: Bero Roos (Hamburg) MSC: 91B30 PDF BibTeX XML Cite \textit{D. C. M. Dickson} and \textit{H. R. Waters}, ASTIN Bull. 34, No. 1, 49--74 (2004; Zbl 1097.91040) Full Text: DOI OpenURL