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
Nie, Changwei; Chen, Mi; Liu, Haiyan On a discrete Markov-modulated risk model with random premium income and delayed claims. (English) Zbl 1459.91163 Math. Probl. Eng. 2020, Article ID 3042543, 10 p. (2020). MSC: 91G05 62P05 93E20 60K10 PDF BibTeX XML Cite \textit{C. Nie} et al., Math. Probl. Eng. 2020, Article ID 3042543, 10 p. (2020; Zbl 1459.91163) Full Text: DOI OpenURL
Azcue, Pablo; Muler, Nora; Palmowski, Zbigniew Optimal dividend payments for a two-dimensional insurance risk process. (English) Zbl 1422.91324 Eur. Actuar. J. 9, No. 1, 241-272 (2019). MSC: 91B30 60J75 PDF BibTeX XML Cite \textit{P. Azcue} et al., Eur. Actuar. J. 9, No. 1, 241--272 (2019; Zbl 1422.91324) 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
Moreno-Franco, Harold A. Solution to HJB equations with an elliptic integro-differential operator and gradient constraint. (English) Zbl 1401.93228 Appl. Math. Optim. 78, No. 1, 25-60 (2018). Reviewer: Joseph Shomberg (Providence) MSC: 93E20 49N60 49J20 PDF BibTeX XML Cite \textit{H. A. Moreno-Franco}, Appl. Math. Optim. 78, No. 1, 25--60 (2018; Zbl 1401.93228) Full Text: DOI arXiv OpenURL
Gu, Ailing; Viens, Frederi G.; Yi, Bo Optimal reinsurance and investment strategies for insurers with mispricing and model ambiguity. (English) Zbl 1394.91216 Insur. Math. Econ. 72, 235-249 (2017). MSC: 91B30 91G10 93E20 PDF BibTeX XML Cite \textit{A. Gu} et al., Insur. Math. Econ. 72, 235--249 (2017; Zbl 1394.91216) 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
Marciniak, Ewa; Palmowski, Zbigniew On the optimal dividend problem for insurance risk models with surplus-dependent premiums. (English) Zbl 1344.49029 J. Optim. Theory Appl. 168, No. 2, 723-742 (2016). MSC: 49J55 49K45 93E20 60H30 60H10 60G51 49L99 60G50 91B30 PDF BibTeX XML Cite \textit{E. Marciniak} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 168, No. 2, 723--742 (2016; Zbl 1344.49029) Full Text: DOI arXiv OpenURL
Dong, Yinghui; Chen, Yao; Zhu, Haifei A hyper-exponential jump-diffusion model under the barrier dividend strategy. (English) Zbl 1340.91045 Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17-26 (2015). MSC: 91B30 60J75 60H10 PDF BibTeX XML Cite \textit{Y. Dong} et al., Appl. Math., Ser. B (Engl. Ed.) 30, No. 1, 17--26 (2015; Zbl 1340.91045) Full Text: DOI OpenURL
Kuznetsov, Alexey; Morales, Manuel Computing the finite-time expected discounted penalty function for a family of Lévy risk processes. (English) Zbl 1401.91156 Scand. Actuar. J. 2014, No. 1, 1-31 (2014). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{A. Kuznetsov} and \textit{M. Morales}, Scand. Actuar. J. 2014, No. 1, 1--31 (2014; Zbl 1401.91156) Full Text: DOI OpenURL
Yin, Chuancun; Yuen, Kam C. Exact joint laws associated with spectrally negative Lévy processes and applications to insurance risk theory. (English) Zbl 1310.60058 Front. Math. China 9, No. 6, 1453-1471 (2014). MSC: 60G51 60G50 60J75 91B30 PDF BibTeX XML Cite \textit{C. Yin} and \textit{K. C. Yuen}, Front. Math. China 9, No. 6, 1453--1471 (2014; Zbl 1310.60058) Full Text: DOI arXiv OpenURL
Landriault, David; Renaud, Jean-François; Zhou, Xiaowen An insurance risk model with Parisian implementation delays. (English) Zbl 1319.60098 Methodol. Comput. Appl. Probab. 16, No. 3, 583-607 (2014). Reviewer: Tamás Mátrai (Budapest) MSC: 60G51 91B30 PDF BibTeX XML Cite \textit{D. Landriault} et al., Methodol. Comput. Appl. Probab. 16, No. 3, 583--607 (2014; Zbl 1319.60098) Full Text: DOI Link 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
Czarna, Irmina; Palmowski, Zbigniew Dividend problem with Parisian delay for a spectrally negative Lévy risk process. (English) Zbl 1296.91150 J. Optim. Theory Appl. 161, No. 1, 239-256 (2014). Reviewer: Pavel Stoynov (Sofia) MSC: 91B30 60G51 60H30 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{Z. Palmowski}, J. Optim. Theory Appl. 161, No. 1, 239--256 (2014; Zbl 1296.91150) Full Text: DOI arXiv OpenURL
Feng, Runhuan; Shimizu, Yasutaka On a generalization from ruin to default in a Lévy insurance risk model. (English) Zbl 1307.91096 Methodol. Comput. Appl. Probab. 15, No. 4, 773-802 (2013). MSC: 91B30 60G51 60J45 PDF BibTeX XML Cite \textit{R. Feng} and \textit{Y. Shimizu}, Methodol. Comput. Appl. Probab. 15, No. 4, 773--802 (2013; Zbl 1307.91096) Full Text: DOI OpenURL
Zhang, Zhimin; Yang, Hailiang; Yang, Hu On a Sparre Andersen risk model perturbed by a spectrally negative Lévy process. (English) Zbl 1408.91109 Scand. Actuar. J. 2013, No. 3, 214-240 (2013). MSC: 91B30 91B70 60G51 60K05 60G70 PDF BibTeX XML Cite \textit{Z. Zhang} et al., Scand. Actuar. J. 2013, No. 3, 214--240 (2013; Zbl 1408.91109) Full Text: DOI OpenURL
Bo, Lijun; Song, Renming; Tang, Dan; Wang, Yongjin; Yang, Xuewei Lévy risk model with two-sided jumps and a barrier dividend strategy. (English) Zbl 1244.91044 Insur. Math. Econ. 50, No. 2, 280-291 (2012); erratum ibid. 52, No. 1, 124-125 (2013). Reviewer: Hanspeter Schmidli (Köln) MSC: 91B30 60G51 60J75 PDF BibTeX XML Cite \textit{L. Bo} et al., Insur. Math. Econ. 50, No. 2, 280--291 (2012; Zbl 1244.91044) Full Text: DOI OpenURL
Yin, Chuancun; Yuen, Kam Chuen Optimality of the threshold dividend strategy for the compound Poisson model. (English) Zbl 1225.91030 Stat. Probab. Lett. 81, No. 12, 1841-1846 (2011). MSC: 91B30 60G51 93E20 60K10 PDF BibTeX XML Cite \textit{C. Yin} and \textit{K. C. Yuen}, Stat. Probab. Lett. 81, No. 12, 1841--1846 (2011; Zbl 1225.91030) Full Text: DOI OpenURL
Chi, Yichun; Lin, X. Sheldon On the threshold dividend strategy for a generalized jump-diffusion risk model. (English) Zbl 1218.91072 Insur. Math. Econ. 48, No. 3, 326-337 (2011). MSC: 91B30 60K10 PDF BibTeX XML Cite \textit{Y. Chi} and \textit{X. S. Lin}, Insur. Math. Econ. 48, No. 3, 326--337 (2011; Zbl 1218.91072) Full Text: DOI OpenURL
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 PDF BibTeX XML Cite \textit{I. Czarna} and \textit{Z. Palmowski}, Stoch. Models 27, No. 2, 220--250 (2011; Zbl 1214.91051) Full Text: DOI arXiv 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
Biffis, Enrico; Morales, Manuel On a generalization of the Gerber-Shiu function to path-dependent penalties. (English) Zbl 1231.91146 Insur. Math. Econ. 46, No. 1, 92-97 (2010). MSC: 91B30 PDF BibTeX XML Cite \textit{E. Biffis} and \textit{M. Morales}, Insur. Math. Econ. 46, No. 1, 92--97 (2010; Zbl 1231.91146) Full Text: DOI OpenURL
Biffis, Enrico; Kyprianou, Andreas E. A note on scale functions and the time value of ruin for Lévy insurance risk processes. (English) Zbl 1231.91145 Insur. Math. Econ. 46, No. 1, 85-91 (2010). MSC: 91B30 60G51 60K10 PDF BibTeX XML Cite \textit{E. Biffis} and \textit{A. E. Kyprianou}, Insur. Math. Econ. 46, No. 1, 85--91 (2010; Zbl 1231.91145) Full Text: DOI Link OpenURL
Gao, Shan; Liu, Zaiming The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy. (English) Zbl 1222.91023 J. Comput. Appl. Math. 233, No. 9, 2181-2188 (2010). MSC: 91B30 91G80 PDF BibTeX XML Cite \textit{S. Gao} and \textit{Z. Liu}, J. Comput. Appl. Math. 233, No. 9, 2181--2188 (2010; Zbl 1222.91023) 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
Cheung, Eric C. K.; Dickson, David C. M.; Drekic, Steve Moments of discounted dividends for a threshold strategy in the compound Poisson risk model. (English) Zbl 1481.91166 N. Am. Actuar. J. 12, No. 3, 299-318 (2008). MSC: 91G05 62P05 PDF BibTeX XML Cite \textit{E. C. K. Cheung} et al., N. Am. Actuar. J. 12, No. 3, 299--318 (2008; Zbl 1481.91166) Full Text: DOI OpenURL
Frostig, Esther On risk model with dividends payments perturbed by a Brownian motion – an algorithmic approach. (English) Zbl 1169.91389 Astin Bull. 38, No. 1, 183-206 (2008). MSC: 91B30 60J65 PDF BibTeX XML Cite \textit{E. Frostig}, ASTIN Bull. 38, No. 1, 183--206 (2008; Zbl 1169.91389) 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
Loeffen, R. L. On optimality of the barrier strategy in de Finetti’s dividend problem for spectrally negative Lévy processes. (English) Zbl 1152.60344 Ann. Appl. Probab. 18, No. 5, 1669-1680 (2008). MSC: 60J99 93E20 60G51 PDF BibTeX XML Cite \textit{R. L. Loeffen}, Ann. Appl. Probab. 18, No. 5, 1669--1680 (2008; Zbl 1152.60344) Full Text: DOI arXiv 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
Albrecher, Hansjörg; Hartinger, Jürgen A risk model with multilayer dividend strategy. (English) Zbl 1480.91178 N. Am. Actuar. J. 11, No. 2, 43-64 (2007). MSC: 91G05 PDF BibTeX XML Cite \textit{H. Albrecher} and \textit{J. Hartinger}, N. Am. Actuar. J. 11, No. 2, 43--64 (2007; Zbl 1480.91178) Full Text: DOI OpenURL
Avram, Florin; Palmowski, Zbigniew; Pistorius, Martijn R. On the optimal dividend problem for a spectrally negative Lévy process. (English) Zbl 1136.60032 Ann. Appl. Probab. 17, No. 1, 156-180 (2007). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 60G51 60J99 93E20 91B30 91G50 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 17, No. 1, 156--180 (2007; Zbl 1136.60032) Full Text: DOI arXiv OpenURL
Zhou, Xiaowen Comment to: “On optimal dividend strategies in the compound Poisson model”. (English) Zbl 1480.91258 N. Am. Actuar. J. 10, No. 3, 78-79 (2006). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 3, 78--79 (2006; Zbl 1480.91258) Full Text: DOI OpenURL
Zhou, Xiaowen Authors’ reply to: “Comment to: ‘On a classical risk model with a constant dividend barrier”’. (English) Zbl 1479.91348 N. Am. Actuar. J. 10, No. 2, 143-146 (2006). MSC: 91G05 60K10 PDF BibTeX XML Cite \textit{X. Zhou}, N. Am. Actuar. J. 10, No. 2, 143--146 (2006; Zbl 1479.91348) Full Text: DOI OpenURL
Gerber, Hans U.; Shiu, Elias S. W. On optimal dividend strategies in the compound Poisson model. (English) Zbl 1479.91323 N. Am. Actuar. J. 10, No. 2, 76-93 (2006). MSC: 91G05 60G55 60J65 PDF BibTeX XML Cite \textit{H. U. Gerber} and \textit{E. S. W. Shiu}, N. Am. Actuar. J. 10, No. 2, 76--93 (2006; Zbl 1479.91323) Full Text: DOI OpenURL