Boxma, Onno J.; Frostig, Esther; Perry, David A reinsurance risk model with a threshold coverage policy: the Gerber-Shiu penalty function. (English) Zbl 1401.60083 J. Appl. Probab. 54, No. 1, 267-285 (2017). MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{O. J. Boxma} et al., J. Appl. Probab. 54, No. 1, 267--285 (2017; Zbl 1401.60083) Full Text: DOI
Frostig, Esther The moments of the discounted loss and the discounted dividends for a spectrally negative Lévy risk process. (English) Zbl 1326.60063 J. Appl. Probab. 52, No. 3, 665-687 (2015). MSC: 60G51 91B30 PDFBibTeX XMLCite \textit{E. Frostig}, J. Appl. Probab. 52, No. 3, 665--687 (2015; Zbl 1326.60063) Full Text: DOI Euclid
Frostig, Esther A Markov additive risk process with a dividend barrier. (English) Zbl 1301.60063 Adv. Appl. Probab. 45, No. 2, 451-489 (2013). MSC: 60G51 60J27 60J75 60G46 62P05 PDFBibTeX XMLCite \textit{E. Frostig}, Adv. Appl. Probab. 45, No. 2, 451--489 (2013; Zbl 1301.60063) Full Text: DOI Euclid