On the compound Poisson risk model with dependence and a threshold dividend strategy (Q2637365): Difference between revisions

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+A ruin model with dependence between claim sizes and claim intervals
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+On a risk model with dependence between interclaim arrivals and claim sizes
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+Analysis of ruin measures for the classical compound Poisson risk model with dependence
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+On Optimal Dividend Strategies In The Compound Poisson Model
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+Constant dividend barrier in a risk model with interclaim-dependent claim sizes
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+On a class of renewal risk models with a constant dividend barrier
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+A renewal jump-diffusion process with threshold dividend strategy
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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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+Gerber-Shiu discounted penalty function in a Sparre Andersen model with multi-layer dividend strategy
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+Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times
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