1 citations · 1 across the 2 of their papers we have counts for
4 papers
Minimizing the Ruin Probability under the Sparre Andersen Model
Linlin Tian, Lihua Bai
In this paper, we consider the problem of minimizing the ruin probability of an insurance company in which the surplus process follows the Sparre Andersen model. Similar to Bai et…
On Optimal Dividend and Investment Strategy under Renewal Risk Models
Lihua Bai, Jin Ma
In this paper we continue investigating the optimal dividend and investment problems under the Sparre Andersen model. More precisely, we assume that the claim frequency is a renewa…
Optimal Singular Dividend Problem under the Sparre Anderson Model
Linlin Tian, Lihua Bai, Junyi Guo
Consider an insurance company for which the reserve process follows the Sparre Anderson model. In this paper, we study the optimal dividend problem for such a company as Bai, Ma an…
Optimal Dividend and Investment Problems under Sparre Andersen Model
Lihua Bai, Jin Ma, Xiaojing Xing
In this paper we study a class of optimal dividend and investment problems assuming that the underlying reserve process follows the Sparre Andersen model, that is, the claim freque…