Dividend-reinsurance strategy in the Sparre Andersen model (Q1940869): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s10114-012-0353-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2092573791
@@ Property / OpenAlex ID: W2092573791 / rank @@
+Normal rank
@@ Property / cites work @@
+Q5588331
@@ Property / cites work: Q5588331 / rank @@
+Normal rank
@@ Property / cites work @@
+On the distribution of dividend payments in a Sparre Andersen model with generalized Erlang(\(n\)) interclaim times
+Normal rank
@@ Property / cites work @@
+Q2895133
@@ Property / cites work: Q2895133 / rank @@
+Normal rank
@@ Property / cites work @@
+Methods for estimating the optimal dividend barrier and the probability of ruin
+Normal rank
@@ Property / cites work @@
+On optimality of the barrier strategy in de Finetti's dividend problem for spectrally negative Lévy processes
+Normal rank
@@ Property / cites work @@
+Q5532900
@@ Property / cites work: Q5532900 / rank @@
+Normal rank
@@ Property / cites work @@
+Q2801422
@@ Property / cites work: Q2801422 / rank @@
+Normal rank
@@ Property / cites work @@
+“On the Time Value of Ruin”, Hans U. Gerber and Elias S.W. Shiu, January 1998
+Normal rank
@@ Property / cites work @@
+Some Optimal Dividends Problems
@@ Property / cites work: Some Optimal Dividends Problems / rank @@
+Normal rank
@@ Property / cites work @@
+Q4138470
@@ Property / cites work: Q4138470 / rank @@
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
+Normal rank