The perturbed Sparre Andersen model with interest and a threshold dividend strategy (Q2516383): Difference between revisions

@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-013-9332-0
+Normal rank
@@ Property / OpenAlex ID @@
+W2022654464
@@ Property / OpenAlex ID: W2022654464 / 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 @@
+On the distribution of dividend payments and the discounted penalty function in a risk model with linear dividend barrier
+Normal rank
@@ Property / cites work @@
+Optimal dividends in the dual model
@@ Property / cites work: Optimal dividends in the dual model / rank @@
+Normal rank
@@ Property / cites work @@
+On the expected discounted penalty function at ruin of a surplus process with interest.
+Normal rank
@@ Property / cites work @@
+Ruin in the perturbed compound Poisson risk process under interest force
+Normal rank
@@ Property / cites work @@
+Optimal Dividends In An Ornstein-Uhlenbeck Type Model With Credit And Debit Interest
+Normal rank
@@ Property / cites work @@
+On the discounted penalty at ruin in a jump-diffusion and the perpetual put option
+Normal rank
@@ Property / cites work @@
+Optimal Dividend Strategy in the Compound Poisson Model with Constant Interest
+Normal rank
@@ Property / cites work @@
+The perturbed compound Poisson risk model with constant interest and a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+A perturbed risk process compounded by a geometric Brownian motion with a dividend barrier strategy
+Normal rank
@@ Property / cites work @@
+The perturbed Sparre Andersen model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+On the probability of ruin in the presence of a linear dividend barrier
+Normal rank
@@ Property / cites work @@
+The Time Value of Ruin in a Sparre Andersen Model
@@ Property / cites work: The Time Value of Ruin in a Sparre Andersen Model / rank @@
+Normal rank
@@ Property / cites work @@
+On Optimal Dividend Strategies In The Compound Poisson Model
+Normal rank
@@ Property / cites work @@
+On a class of renewal risk models with a constant dividend barrier
+Normal rank
@@ Property / cites work @@
+The compound Poisson risk model with a threshold dividend strategy
+Normal rank
@@ Property / cites work @@
+Analysis of a defective renewal equation arising in ruin theory
+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 @@
+On the absolute ruin problem in a Sparre Andersen risk model with constant interest
+Normal rank
@@ Property / cites work @@
+Optimal choice of dividend barriers for a risk process with stochastic return on investments
+Normal rank
@@ Property / cites work @@
+Dividend payments with a threshold strategy in the compound Poisson risk model perturbed by diffusion
+Normal rank
@@ Property / cites work @@
+The expected discounted penalty function for the perturbed compound Poisson risk process with constant interest
+Normal rank
@@ Property / cites work @@
+The Compound Poisson Risk Model with Interest and a Threshold Strategy
+Normal rank
@@ Property / cites work @@
+The Gerber-Shiu expected discounted penalty function for risk processes with interest and a constant dividend barrier
+Normal rank