The discounted penalty function with multi-layer dividend strategy in the phase-type risk model (Q449404): Difference between revisions

@@ Property / author @@
-Wu-Yuan Jiang
@@ Property / author: Wu-Yuan Jiang / rank @@
-Normal rank
@@ Property / author @@
-Xin-Ping Li
@@ Property / author: Xin-Ping Li / rank @@
-Normal rank
@@ Property / author @@
+Wu-Yuan Jiang
@@ Property / author: Wu-Yuan Jiang / rank @@
+Normal rank
@@ Property / author @@
+Xin-Ping Li
@@ Property / author: Xin-Ping Li / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+B30
@@ Property / Mathematics Subject Classification ID: 91B30 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H30
@@ Property / Mathematics Subject Classification ID: 60H30 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+6074575
@@ Property / zbMATH DE Number: 6074575 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+gerber
@@ Property / zbMATH Keywords: gerber / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+shiu discounted penalty function
@@ Property / zbMATH Keywords: shiu discounted penalty function / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+multi-layer dividend strategy
@@ Property / zbMATH Keywords: multi-layer dividend strategy / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+integro-differential equation
@@ Property / zbMATH Keywords: integro-differential equation / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+phase-type distribution
@@ Property / zbMATH Keywords: phase-type distribution / rank @@
+Normal rank
@@ 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.spl.2012.03.012
+Normal rank
@@ Property / OpenAlex ID @@
+W3121782272
@@ Property / OpenAlex ID: W3121782272 / rank @@
+Normal rank
@@ Property / cites work @@
+On the discounted penalty function in a Markov-dependent risk model
+Normal rank
@@ Property / cites work @@
+A Risk Model with Multilayer Dividend Strategy
@@ Property / cites work: A Risk Model with Multilayer Dividend Strategy / rank @@
+Normal rank
@@ Property / cites work @@
+On the time to ruin for Erlang(2) risk processes.
@@ Property / cites work: On the time to ruin for Erlang(2) risk processes. / rank @@
+Normal rank
@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu penalty functions for two classes of renewal risk processes
+Normal rank
@@ Property / cites work @@
+A class of delayed renewal risk processes with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The Time of Recovery and the Maximum Severity of Ruin in a Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+The Decompositions of the Discounted Penalty Functions and Dividends-Penalty Identity 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 Markovian regime-switching risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The Discounted Joint Distribution of the Surplus Prior to Ruin and the Deficit at Ruin in a Sparre Andersen Model
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu discounted penalty function in the risk process with phase-type interclaim times
+Normal rank
@@ Property / cites work @@
+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:449404