On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365): 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.spl.2013.05.008
+Normal rank
@@ Property / OpenAlex ID @@
+W2009291869
@@ Property / OpenAlex ID: W2009291869 / rank @@
+Normal rank
@@ Property / cites work @@
+A ruin model with dependence between claim sizes and claim intervals
+Normal rank
@@ Property / cites work @@
+On a risk model with dependence between interclaim arrivals and claim sizes
+Normal rank
@@ Property / cites work @@
+Analysis of ruin measures for the classical compound Poisson risk model with dependence
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
+Normal rank
@@ Property / cites work @@
+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
+Normal rank
@@ Property / cites work @@
+A renewal jump-diffusion process with threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with a threshold dividend strategy
+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 @@
+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
+Normal rank
@@ Property / cites work @@
+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
+Normal rank