We consider the classical optimal dividend control problem which was proposed by de Finetti [8]. Recently Avram et al. [3] studied the case when the risk process is modelled by a general spectrallyâ€¦ (More)

We consider a modified version of the classical optimal dividends problem of de Finetti in which the objective function is altered by adding in an extra term which takes account of the ruin time ofâ€¦ (More)

We consider a modified version of the classical optimal dividends problem of de Finetti in which the objective function is altered by adding in an extra term which takes account of the ruin time ofâ€¦ (More)

BACKGROUND
Knee models often do not contain thigh-calf contact which occurs in deep knee flexion. Thigh-calf contact is expected to reduce muscle forces and thereby affects internal stresses in theâ€¦ (More)

We start by showing that the finite-time absolute ruin probability in the classical risk model with constant interest force can be expressed in terms of the transition probability of a positiveâ€¦ (More)