The Risk Model with a Constant Dividend Barrier Affected by a Threshold Value

References (11)

1. 1 The classical risk model with a constant dividend barrier: analysis of the Gerber–Shiu discounted penalty function [DOI]
2. 2 On a risk model with dependence between interclaim arrivals and claim sizes [DOI]
3. 3 A ruin model with dependence between claim sizes and claim intervals [DOI]
4. 4 Some Optimal Dividends Problems [DOI]
5. 5 On a class of renewal risk models with a constant dividend barrier [DOI]
6. 6 On a renewal risk process with dependence under a Farlie–Gumbel–Morgenstern copula [DOI]
7. 7 Exponential Behavior in the Presence of Dependence in Risk Theory [DOI]
8. 8 Fitting copulas to bivariate earthquake data: the seismic gap hypothesis revisited [DOI]
9. 9 On the analysis of a discrete-time risk model with INAR(1) processes [DOI]
10. 10 On a discrete-time risk model with time-dependent claims and impulsive dividend payments [DOI]
11. 11 The Gerber-Shiu Expected Penalty Function for the Risk Model with Dependence and a Constant Dividend Barrier [DOI]

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