We study the optimal dividend problem in the dual model where dividend payments can only
be made at the jump times of an independent Poisson process. In this context, Avanzi et …

This paper concerns an optimal dividend distribution problem for an insurance company
with surplus-dependent premium. In the absence of dividend payments, such a risk process …

In this paper, we study a dividend maximisation problem for a Brownian risk model as a
surplus and a Markov-switching model describing the preference rate of an insurer. The …

In this paper we derive the exact asymptotics of the probability of Parisian ruin for self-similar
Gaussian risk processes. Additionally, we obtain the normal approximation of the Parisian …

In this paper, we study the dual compound Poisson risk process, which is suitable for a
business that pays expenses at a constant rate over time and earns random amount of …

The idea of taxation in risk process was first introduced by Albrecher, H. & Hipp, C.
Lundberg's risk process with tax. Blätter der DGVFM 28 (1), 13–28, who suggested that a …

In this note, we introduce a spectrally positive Lévy risk process with Parisian
implementation delays in dividend payments, which means that the dividends can only be …

In this paper, we investigate the problem of optimal reinsurance and dividends under the
Cramér–Lundberg risk model with the thinning-dependence structure which was first …

For a risk process R u (t)= u+ ct− X (t), t≥ 0, where u≥ 0 is the initial capital, c> 0 is the
premium rate and X (t), t≥ 0 is an aggregate claim process, we investigate the probability of …

We consider the threshold dividend strategy where a company's surplus process is
described by the dual Lévy risk model. Namely, the company chooses to pay dividends at a …