A process with stochastic claim frequency and a linear dividend barrier

Insurance: Mathematics and Economics

Volumn 24, Issue 1-2, 1999, Pages 51-65

  Siegl, Thomas ^a   Tichy, Robert F ^a  

^a GRAZ UNIVERSITY OF TECHNOLOGY   (Austria)

Author keywords

Dividends; Ruin; Storm damage; Time nonhomogeneous process

Indexed keywords

EID: 0346244022     PISSN: 01676687     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0167-6687(98)00037-7     Document Type: Article

References (13)

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11. Siegl, T., Tichy, R.F., 1998. On a risk model with options. Submitted for publication.
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13. Zauderer, E., 1983. Partial Differential Equations of Applied Mathematics. Wiley/Interscience, New York.