1 citations · 1 across the 1 of their papers we have counts for
2 papers
q-fin.PR2016
On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums
Ewa Marciniak, Zbigniew Palmowski
This paper concerns the dual risk model, dual to the risk model for insurance applications, where premiums are surplus-dependent. In such a model premiums are regarded as costs, wh…
q-fin.PM2016★ 1 cited
On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums
Ewa Marciniak, Zbigniew Palmowski
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 is a…