document: Risk theory with a nonlinear dividend barrier In the framework of classical risk theory we investigate a surplus process in the presence of a nonlinear dividend barrier and derive equations for two characteristics of such a process , the probability of survival and the expected sum of discounted dividend payments . Number-theoretic solution techniques are developed for approximating these quantities and numerical illustrations are given for exponential claim sizes and a parabolic dividend barrier
doc_bio_tags: B I O O B I I O O O O O B I O O O B I O O O O O B I I O O O O O O O O O O O O B I I O O O O O B I I O O O O O O O O O O O B I O O O B I I O O B I I