Ruin and dividend measures in the renewal dual risk model
R. G. Alcoforado, A. Bergel, R. M. Cardoso, A. D. Egídio dos Reis and E. Rodriguez Martinez
Methodology and Computing in Applied Probability 24(2), 537-569 (2022).
On dividends in the Phase-Type dual risk model
A. Bergel, E. Rodriguez Martinez and A. D. Egídio dos Reis
Scandinavian Actuarial Journal, (2016).
Some advances on the Erlang(n) dual risk model
E. Rodriguez Martinez, R. M. R. Cardoso and A. D. Egídio dos Reis
ASTIN Bulletin 45, 127-150 (2015).
The Cramér-Lundberg and the dual risk models: Ruin, dividend problems and duality features
A. Bergel, R. M. R. Cardoso, A. D. Egídio dos Reis and E. Rodriguez Martinez
https://cas.confex.com/cas/ica14/webprogram/Session6908.html, (2014).
On dividends in the Phase-Type dual risk model
A. Bergel, E. Rodriguez Martinez and A. D. Egídio dos Reis
preprint (2015).
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