On a risk model with randomized dividend-decision times (Q2438420): Difference between revisions

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+https://doi.org/10.3934/jimo.2014.10.1041
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+W2324827899
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+Randomized observation periods for the compound Poisson risk model: Dividends
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+Randomized observation periods for the compound Poisson risk model: the discounted penalty function
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+On a periodic dividend barrier strategy in the dual model with continuous monitoring of solvency
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+On the Time Value of Ruin
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+Optimal Dividends
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+Introductory lectures on fluctuations of Lévy processes with applications.
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+The distribution of the dividend payments in the compound poisson risk model perturbed by diffusion
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+On ruin for the Erlang \((n)\) risk process
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+On a class of renewal risk models with a constant dividend barrier
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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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+The compound Poisson risk model with a threshold dividend strategy
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+The compound Poisson risk model with multiple thresholds
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+A generalized defective renewal equation for the surplus process perturbed by diffusion.
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