Ruin analysis of a threshold strategy in a discrete-time Sparre Andersen model (Q429984): Difference between revisions

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+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
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+J10
@@ Property / Mathematics Subject Classification ID: 60J10 / rank @@
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+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
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@@ Property / zbMATH DE Number @@
+6048536
@@ Property / zbMATH DE Number: 6048536 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+Sparre Andersen model
@@ Property / zbMATH Keywords: Sparre Andersen model / rank @@
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@@ Property / zbMATH Keywords @@
+discrete time
@@ Property / zbMATH Keywords: discrete time / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+matrix analytic methods
@@ Property / zbMATH Keywords: matrix analytic methods / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+randomized dividends
@@ Property / zbMATH Keywords: randomized dividends / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+threshold level
@@ Property / zbMATH Keywords: threshold level / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-010-9184-9
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@@ Property / OpenAlex ID @@
+W2135293140
@@ Property / OpenAlex ID: W2135293140 / rank @@
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@@ Property / cites work @@
+Markov chain representations of discrete distributions applied to queueing models
+Normal rank
@@ Property / cites work @@
+Algorithmic Analysis of the Sparre Andersen Model in Discrete Time
+Normal rank
@@ Property / cites work @@
+A note on the compound binomial model with randomized dividend strategy
+Normal rank
@@ Property / cites work @@
+Ruin probabilities in the discrete time renewal risk model
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4076577
@@ Property / cites work: Q4076577 / rank @@
+Normal rank
@@ Property / cites work @@
+A risk model with paying dividends and random environment
+Normal rank
@@ Property / cites work @@
+Randomized dividends in the compound binomial model with a general premium rate
+Normal rank
@@ Property / cites work @@
+The compound binomial model with randomized decisions on paying dividends
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:429984