Analysis of risk models using a level crossing technique (Q654805): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2011.05.005
+Normal rank
@@ Property / OpenAlex ID @@
+W1970155616
@@ Property / OpenAlex ID: W1970155616 / rank @@
+Normal rank
@@ Property / cites work @@
+Strategies for Dividend Distribution: A Review
@@ Property / cites work: Strategies for Dividend Distribution: A Review / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of a threshold dividend strategy for a MAP risk model
+Normal rank
@@ Property / cites work @@
+On the analysis of a multi-threshold Markovian risk model
+Normal rank
@@ Property / cites work @@
+Approximation with generalized hyperexponential distributions: Weak convergence results
+Normal rank
@@ Property / cites work @@
+Characterizations of generalized hyperexponential distribution functions
+Normal rank
@@ Property / cites work @@
+Single-Server with Delay-Dependent Arrival Streams
+Normal rank
@@ Property / cites work @@
+Level crossing methods in stochastic models
@@ Property / cites work: Level crossing methods in stochastic models / rank @@
+Normal rank
@@ Property / cites work @@
+Compound Cycle of a Renewal Process and Applications
+Normal rank
@@ Property / cites work @@
+An EOQ Model with Random Variations in Demand
@@ Property / cites work: An EOQ Model with Random Variations in Demand / rank @@
+Normal rank
@@ Property / cites work @@
+Level Crossings in Point Processes Applied to Queues: Single-Server Case
+Normal rank
@@ Property / cites work @@
+The System Point Method in Exponential Queues: A Level Crossing Approach
+Normal rank
@@ Property / cites work @@
+On up- and downcrossings
@@ Property / cites work: On up- and downcrossings / rank @@
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+The expected time to ruin in a risk process with constant barrier via martingales
+Normal rank
@@ Property / cites work @@
+Q5588331
@@ Property / cites work: Q5588331 / rank @@
+Normal rank
@@ Property / cites work @@
+The joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin
+Normal rank
@@ Property / cites work @@
+On the Time Value of Ruin
@@ Property / cites work: On the Time Value of Ruin / rank @@
+Normal rank
@@ Property / cites work @@
+A note on generalized hyperexponential distributions
+Normal rank
@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
+Normal rank
@@ Property / cites work @@
+Moments of the Dividend Payments and Related Problems in a Markov-Modulated Risk Model
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with multiple thresholds
+Normal rank
@@ Property / cites work @@
+The classical risk model with a constant dividend barrier: analysis of the Gerber-Shiu discounted penalty function.
+Normal rank
@@ Property / cites work @@
+The Markovian regime-switching risk model with a threshold dividend strategy
+Normal rank