Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model

Papaioannou, Apostolos and Ramsden, Lewis (2022) Recursive Approaches for Multi-Layer Dividend Strategies in a Phase-Type Renewal Risk Model. Risks. ISSN 2227-9091

Abstract

Metadata

Item Type: Article
Authors/Creators:
  • Papaioannou, Apostolos
  • Ramsden, Lewis (lewis.ramsden@york.ac.uk)
Copyright, Publisher and Additional Information:

© 2022 by the authors. Licensee MDPI, Basel, Switzerland.

Keywords: two-classes of claim,renewal risk processes,multi-layer dividend strategy,phase-type distribution,Gerber-Shiu function,expected discounted dividend payments
Dates:
  • Published: 20 December 2022
  • Accepted: 12 December 2022
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 20 Dec 2022 12:30
Last Modified: 21 Jan 2025 18:06
Published Version: https://doi.org/10.3390/risks11010001
Status: Published
Refereed: Yes
Identification Number: 10.3390/risks11010001
Open Archives Initiative ID (OAI ID):

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Filename: risks_11_00001.pdf

Description: risks-11-00001

Licence: CC-BY 2.5

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