The following pages link to (Q5637710):
Displaying 14 items.
- The win-first probability under interest force (Q817279) (← links)
- Time dependent analysis of finite buffer fluid flows and risk models with a dividend barrier (Q885550) (← links)
- Estimates for the probability of ruin starting with a large initial reserve (Q1085556) (← links)
- The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function. (Q1423339) (← links)
- The Gerber-Shiu expected penalty function for the risk model with dependence and a constant dividend barrier (Q1724837) (← links)
- Optimal prevention strategies in the classical risk model (Q2306103) (← links)
- On a class of renewal risk models with a constant dividend barrier (Q2485536) (← links)
- The compound Poisson risk model with a threshold dividend strategy (Q2507941) (← links)
- Upper bounds for ultimate ruin probabilities in the Sparre Andersen risk model with interest and a nonlinear dividend barrier (Q2518954) (← links)
- The expected time to ruin in a risk process with constant barrier via martingales (Q2581777) (← links)
- On the expected time to ruin and the expected dividends when dividends are paid while the surplus is above a constant barrier (Q3367734) (← links)
- Some first passage time problems with restricted reserve and two components of income (Q3823705) (← links)
- On Optimal Dividend Strategies In The Compound Poisson Model (Q5018718) (← links)
- Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model (Q5019727) (← links)
