Pages that link to "Item:Q939357"
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The following pages link to Methods for estimating the optimal dividend barrier and the probability of ruin (Q939357):
Displayed 10 items.
- Optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes: an alternative approach (Q732157) (← links)
- On a risk model with debit interest and dividend payments (Q951191) (← links)
- Optimal dividends with incomplete information in the dual model (Q974808) (← links)
- The compound binomial model with a constant dividend barrier and periodically paid dividends (Q1761395) (← links)
- Complete monotonicity of the probability of ruin and de Finetti's dividend problem (Q1761396) (← links)
- Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869) (← links)
- Constant barrier strategies in a two-state Markov-modulated dual risk model (Q1942156) (← links)
- On the classical risk model with credit and debit interests under absolute ruin (Q2267624) (← links)
- Sharp approximations of ruin probabilities in the discrete time models (Q2868613) (← links)
- Dividend payments in the classical risk model under absolute ruin with debit interest (Q3077476) (← links)