The ruin time under the Sparre-Andersen dual model

The Time Value of Ruin in a Sparre Andersen Model

Hans U. Gerber, Elias S. W. Shiu · North American Actuarial Journal · 2005 · 251 citations

Natural Sciences, Economics, Mathematics +15

Optimal dividends in the dual model

Benjamin Avanzi, Hans U. Gerber, Elias S. W. Shiu · Insurance Mathematics and Economics · 2006 · 188 citations

Social Sciences, Economics, Mathematics +13

On a dual model with a dividend threshold

Andrew Cheuk-Yin Ng · Insurance Mathematics and Economics · 2008 · 98 citations

Business, Business Economics, Economics +3

On the dual risk model with tax payments

Hansjörg Albrecher, Andrei L. Badescu, David Landriault · Insurance Mathematics and Economics · 2008 · 79 citations

Public Affairs, Economics, Public Finance +10

On the Modification of Rouche's Theorem for the Queueing Theory Problems

Valentina Klimenok · Queueing Systems · 2001 · 45 citations

Business, Computer Science, Mathematics +12