On a Classical Risk Model with a Constant Dividend Barrier (Q3010447): Difference between revisions

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+W2076375040
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+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
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+Exponential decay and ergodicity of completely asymmetric Lévy processes in a finite interval
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+The time of ruin, the surplus prior to ruin and the deficit at ruin for the classical risk process perturbed by diffusion.
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+On the distribution of the duration of negative surplus
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+Some Optimal Dividends Problems
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+How long is the surplus below zero?
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+Games of Economic Survival with Discrete- and Continuous-Income Processes
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+Q3868650
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+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
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+On the Time Value of Ruin
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+Optimal Dividends
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+On a class of renewal risk models with a constant dividend barrier
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+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
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+On the Distribution of the Surplus Prior and at Ruin
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+Joint distributions of some actuarial random vectors containing the time of ruin
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+The joint density function of three characteristics on jump-diffusion risk process.
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+When does surplus reach a certain level before ruin?
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