Willmot, Gordon E.; Woo, Jae-Kyung Surplus analysis of Sparre Andersen insurance risk processes. (English) Zbl 1391.91006 Springer Actuarial. Cham: Springer (ISBN 978-3-319-71361-8/hbk; 978-3-319-71362-5/ebook). viii, 225 p. (2017). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 91-02 91B30 60K10 60K05 PDF BibTeX XML Cite \textit{G. E. Willmot} and \textit{J.-K. Woo}, Surplus analysis of Sparre Andersen insurance risk processes. Cham: Springer (2017; Zbl 1391.91006) Full Text: DOI
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
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
Huynh, Mirabelle; Landriault, David; Shi, Tianxiang; Willmot, Gordon E. On a risk model with claim investigation. (English) Zbl 1348.91151 Insur. Math. Econ. 65, 37-45 (2015). MSC: 91B30 62P05 60K25 PDF BibTeX XML Cite \textit{M. Huynh} et al., Insur. Math. Econ. 65, 37--45 (2015; Zbl 1348.91151) Full Text: DOI
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
Avram, F.; Palmowski, Z.; Pistorius, M. R. On Gerber-Shiu functions and optimal dividend distribution for a Lévy risk process in the presence of a penalty function. (English) Zbl 1322.60055 Ann. Appl. Probab. 25, No. 4, 1868-1935 (2015). MSC: 60G51 60H30 93E20 49L20 91B30 PDF BibTeX XML Cite \textit{F. Avram} et al., Ann. Appl. Probab. 25, No. 4, 1868--1935 (2015; Zbl 1322.60055) Full Text: DOI Euclid arXiv
Chau, K. W.; Yam, S. C. P.; Yang, H. Fourier-cosine method for Gerber-Shiu functions. (English) Zbl 1314.91235 Insur. Math. Econ. 61, 170-180 (2015). MSC: 91G60 91B30 65T40 42A10 60E10 PDF BibTeX XML Cite \textit{K. W. Chau} et al., Insur. Math. Econ. 61, 170--180 (2015; Zbl 1314.91235) Full Text: DOI
Loeffen, Ronnie L.; Renaud, Jean-François De Finetti’s optimal dividends problem with an affine penalty function at ruin. (English) Zbl 1231.91212 Insur. Math. Econ. 46, No. 1, 98-108 (2010). MSC: 91B30 60H30 60G51 PDF BibTeX XML Cite \textit{R. L. Loeffen} and \textit{J.-F. Renaud}, Insur. Math. Econ. 46, No. 1, 98--108 (2010; Zbl 1231.91212) Full Text: DOI