On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (Q2252703): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
ReferenceBot (talk | contribs)
Changed an Item
 
(2 intermediate revisions by 2 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2013.05.002 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2072670334 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Exponential Behavior in the Presence of Dependence in Risk Theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a risk model with dependence between interclaim arrivals and claim sizes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the compound Poisson risk model with dependence based on a generalized Farlie-Gumbel-Morgenstern copula / rank
 
Normal rank
Property / cites work
 
Property / cites work: Analysis of ruin measures for the classical compound Poisson risk model with dependence / rank
 
Normal rank
Property / cites work
 
Property / cites work: Ultimate ruin probability in the Sparre Andersen model with dependent claim sizes and claim occurrence times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Explicit ruin formulas for models with dependence among risks / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the analysis of a general class of dependent risk processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on discounted compound renewal sums under dependency / rank
 
Normal rank
Property / cites work
 
Property / cites work: Gerber-Shiu analysis in a perturbed risk model with dependence between claim sizes and interclaim times / rank
 
Normal rank
Property / cites work
 
Property / cites work: On a Sparre Andersen risk model with time-dependent claim sizes and jump-diffusion perturbation / rank
 
Normal rank
Property / cites work
 
Property / cites work: TVaR-based capital allocation with copulas / rank
 
Normal rank
Property / cites work
 
Property / cites work: The compound Poisson risk model with a threshold dividend strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the threshold dividend strategy for a generalized jump-diffusion risk model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5505898 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The expectation of aggregate discounted dividends for a Sparre Anderson risk process perturbed by diffusion / rank
 
Normal rank
Property / cites work
 
Property / cites work: The perturbed Sparre Andersen model with a threshold dividend strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the renewal risk model under a threshold strategy / rank
 
Normal rank
Property / cites work
 
Property / cites work: Refracted Lévy processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: On ruin for the Erlang \((n)\) risk process / rank
 
Normal rank

Latest revision as of 19:32, 8 July 2024

scientific article
Language Label Description Also known as
English
On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence
scientific article

    Statements

    On a perturbed Sparre Andersen risk model with threshold dividend strategy and dependence (English)
    0 references
    0 references
    23 July 2014
    0 references
    0 references
    Gerber-Shiu function
    0 references
    integral equation
    0 references
    integro-differential equation
    0 references
    threshold dividend strategy
    0 references
    dependence
    0 references
    0 references
    0 references