Albrecher, Hansjörg; Kainhofer, Reinhold; Tichy, Robert F. - In: Mathematics and Computers in Simulation (MATCOM) 62 (2003) 3, pp. 277-287
In this paper, a collective risk reserve process of an insurance portfolio characterized by a homogeneous Poisson claim number process, a constant premium flow and independent and identically distributed claims is considered. In the presence of a non-linear dividend barrier strategy and interest...