The compound Pascal model with dividends paid under random interest (Q449394): Difference between revisions

@@ Property / author @@
+Xian-Min Geng
@@ Property / author: Xian-Min Geng / rank @@
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+MaRDI publication profile
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.spl.2012.03.037
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@@ Property / OpenAlex ID @@
+W1991071459
@@ Property / OpenAlex ID: W1991071459 / rank @@
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@@ Property / cites work @@
+Risk theory with a nonlinear dividend barrier
@@ Property / cites work: Risk theory with a nonlinear dividend barrier / rank @@
+Normal rank
@@ Property / cites work @@
+Ruin probabilities with a Markov chain interest model
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@@ Property / cites work @@
+The expected time to ruin in a risk process with constant barrier via martingales
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+On the probability of ruin in the presence of a linear dividend barrier
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+On a class of renewal risk models with a constant dividend barrier
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+The compound Poisson risk model with a threshold dividend strategy
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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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+A process with stochastic claim frequency and a linear dividend barrier
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+The compound binomial model with randomized decisions on paying dividends
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